+157.2%
GEN vs ITUB
+175.8%
-18.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.1% |
| 7D | +2.0% | +1.9% | +0.2% | +1.8% |
| 30D | +27.7% | -22.2% | +49.9% | +31.7% |
| 3M | +3.3% | +2.7% | +0.6% | +2.3% |
| 6M | +31.8% | -3.0% | +34.8% | +31.3% |
| YTD | +13.5% | +7.5% | +6.0% | +11.1% |
| 1Y | +16.0% | +10.5% | +5.6% | +13.1% |
| 3Y | +70.6% | +81.0% | -10.4% | +54.6% |
| 5Y | +32.1% | +181.8% | -149.7% | +11.9% |
| All | +157.2% | +175.8% | -18.6% | +117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling