+3,300.3%
RY vs ITUB
+1,920.1%
+1,380.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +3.1% | +8.7% | -5.6% | +0.8% |
| 30D | -0.3% | -0.7% | +0.4% | -0.3% |
| 3M | +8.7% | +7.8% | +0.9% | +6.2% |
| 6M | +28.5% | -3.4% | +31.9% | +29.1% |
| YTD | +25.1% | +16.3% | +8.8% | +19.2% |
| 1Y | +46.3% | +29.8% | +16.5% | +35.0% |
| 3Y | +154.9% | +111.1% | +43.9% | +103.3% |
| 5Y | +140.3% | +173.6% | -33.3% | +72.6% |
| 10Y | +377.0% | +193.2% | +183.8% | +205.8% |
| All | +3,300.3% | +1,920.1% | +1,380.2% | +1,470.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling