+157.5%
RY vs ITUB
+85.1%
+72.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.5% |
| 7D | -0.9% | +3.7% | -4.6% | -1.5% |
| 30D | +5.9% | -24.1% | +30.0% | +10.4% |
| 3M | -4.3% | -9.6% | +5.3% | -4.3% |
| 6M | +12.1% | -11.5% | +23.6% | +12.5% |
| YTD | +20.3% | +5.5% | +14.7% | +15.6% |
| 1Y | +41.0% | +9.9% | +31.1% | +34.0% |
| 3Y | +157.5% | +84.8% | +72.8% | +119.2% |
| All | +157.5% | +85.1% | +72.4% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling