+63.4%
GEN vs ITUB
+114.2%
-50.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.4% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +2.1% | +2.6% | -0.5% | +1.4% |
| 3M | +19.7% | +8.4% | +11.3% | +17.1% |
| 6M | +33.3% | -0.5% | +33.8% | +32.6% |
| YTD | +11.1% | +15.3% | -4.2% | +5.9% |
| 1Y | +3.0% | +28.7% | -25.7% | -5.2% |
| All | +63.4% | +114.2% | -50.8% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling