+153.8%
GEN vs ITUB
+220.1%
-66.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.3% | +2.2% | -3.5% | -1.6% |
| 30D | +6.1% | +12.6% | -6.5% | +4.4% |
| 3M | +27.0% | +6.4% | +20.5% | +25.7% |
| 6M | +43.9% | +0.6% | +43.3% | +43.2% |
| YTD | +13.0% | +18.8% | -5.9% | +9.7% |
| 1Y | +4.0% | +31.0% | -27.0% | -0.5% |
| 3Y | +66.2% | +118.1% | -51.9% | +48.0% |
| 5Y | +23.2% | +193.0% | -169.9% | +4.2% |
| All | +153.8% | +220.1% | -66.3% | +112.0% |
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 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