+422.4%
GE vs ITUB
+185.6%
+236.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.1% |
| 7D | -2.8% | +1.0% | -3.8% | -3.1% |
| 30D | -11.9% | +10.7% | -22.6% | -14.3% |
| 3M | +1.8% | +10.1% | -8.2% | -1.0% |
| 6M | -0.6% | -0.1% | -0.5% | -0.8% |
| YTD | +5.5% | +18.4% | -12.9% | +0.7% |
| 1Y | +15.0% | +31.3% | -16.3% | +6.9% |
| 3Y | +269.5% | +124.6% | +144.9% | +196.8% |
| 5Y | +422.4% | +192.0% | +230.5% | +272.4% |
| All | +422.4% | +185.6% | +236.8% | +272.4% |
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