+348.6%
RY vs ITUB
+175.8%
+172.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.7% |
| 7D | +0.6% | +1.9% | -1.3% | +0.1% |
| 30D | +5.0% | -22.2% | +27.2% | +10.5% |
| 3M | -5.3% | +2.7% | -8.0% | -7.5% |
| 6M | +13.8% | -3.0% | +16.8% | +12.5% |
| YTD | +21.0% | +7.5% | +13.4% | +16.0% |
| 1Y | +40.5% | +10.5% | +30.0% | +33.7% |
| 3Y | +159.7% | +81.0% | +78.7% | +115.0% |
| 5Y | +124.3% | +181.8% | -57.5% | +60.8% |
| All | +348.6% | +175.8% | +172.8% | +214.8% |
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