+350.6%
RY vs ITUB
+154.1%
+196.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.6% | +4.9% | -5.5% | -1.7% |
| 30D | +6.1% | -27.2% | +33.4% | +13.5% |
| 3M | -3.4% | -6.1% | +2.7% | -3.5% |
| 6M | +12.8% | -10.7% | +23.5% | +13.8% |
| YTD | +21.0% | +5.5% | +15.5% | +16.7% |
| 1Y | +40.5% | +7.8% | +32.6% | +34.4% |
| 3Y | +159.9% | +75.0% | +84.9% | +117.0% |
| 5Y | +125.0% | +178.6% | -53.6% | +61.8% |
| 10Y | +350.6% | +162.9% | +187.7% | +217.8% |
| All | +350.6% | +154.1% | +196.5% | +217.8% |
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