+221.7%
GE vs ITUB
+1,959.7%
-1,738.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.6% | -1.2% |
| 7D | +1.2% | +8.2% | -7.1% | -1.2% |
| 30D | -9.5% | +4.7% | -14.2% | -10.8% |
| 3M | +4.1% | +13.0% | -8.9% | +0.3% |
| 6M | +3.9% | +4.2% | -0.2% | +2.4% |
| YTD | +9.0% | +18.6% | -9.5% | +3.2% |
| 1Y | +21.9% | +31.3% | -9.3% | +12.0% |
| 3Y | +281.8% | +124.9% | +156.9% | +195.8% |
| 5Y | +436.7% | +195.6% | +241.1% | +272.6% |
| 10Y | +151.5% | +196.4% | -44.9% | +62.7% |
| All | +221.7% | +1,959.7% | -1,738.1% | +39.4% |
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 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