-18.3%
RUN vs ITUB
+315.0%
-333.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -3.6% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -10.8% | +2.6% | -13.4% | -11.7% |
| 3M | -30.2% | +8.4% | -38.6% | -32.4% |
| 6M | -22.3% | -0.5% | -21.8% | -22.2% |
| YTD | -52.2% | +15.3% | -67.5% | -54.3% |
| 1Y | -45.1% | +28.7% | -73.8% | -49.6% |
| 3Y | -37.1% | +118.7% | -155.8% | -51.1% |
| 5Y | -80.3% | +182.7% | -262.9% | -86.1% |
| 10Y | +45.2% | +207.6% | -162.4% | -1.6% |
| All | -18.3% | +315.0% | -333.2% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling