+141.8%
RY vs ITUB
+181.4%
-39.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -1.2% |
| 7D | +2.7% | +8.2% | -5.5% | +0.9% |
| 30D | -1.0% | +4.7% | -5.7% | -2.1% |
| 3M | +7.6% | +13.0% | -5.4% | +4.6% |
| 6M | +29.5% | +4.2% | +25.3% | +27.8% |
| YTD | +24.2% | +18.6% | +5.6% | +19.0% |
| 1Y | +46.4% | +31.3% | +15.1% | +36.9% |
| 3Y | +159.4% | +124.9% | +34.5% | +113.6% |
| 5Y | +141.8% | +195.6% | -53.8% | +80.0% |
| All | +141.8% | +181.4% | -39.6% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling