+375.5%
RY vs ITUB
+197.6%
+178.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.4% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.9% | +2.6% | -4.5% | -2.6% |
| 3M | +5.1% | +8.4% | -3.3% | +2.8% |
| 6M | +28.2% | -0.5% | +28.7% | +27.8% |
| YTD | +22.9% | +15.3% | +7.6% | +17.8% |
| 1Y | +45.5% | +28.7% | +16.8% | +35.3% |
| 3Y | +156.7% | +118.7% | +38.0% | +106.4% |
| 5Y | +137.7% | +182.7% | -45.0% | +73.3% |
| 10Y | +375.5% | +207.6% | +167.9% | +216.8% |
| All | +375.5% | +197.6% | +178.0% | +216.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling