+861.1%
GEN vs ITUB
+1,728.2%
-867.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.6% |
| 7D | -3.0% | +1.1% | -4.1% | -3.2% |
| 30D | +24.7% | -25.4% | +50.1% | +32.1% |
| 3M | +4.1% | -0.3% | +4.4% | +3.2% |
| 6M | +36.0% | -8.0% | +44.0% | +36.6% |
| YTD | +10.9% | +5.2% | +5.6% | +7.5% |
| 1Y | +12.2% | +7.4% | +4.7% | +8.1% |
| 3Y | +63.3% | +74.5% | -11.2% | +39.9% |
| 5Y | +29.0% | +175.8% | -146.8% | -3.0% |
| 10Y | +147.5% | +164.4% | -16.9% | +69.6% |
| All | +861.1% | +1,728.2% | -867.0% | +368.5% |
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 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