+186.2%
ITUB vs GWRE
+15.1%
+171.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +2.2% | -13.2% | +15.4% | +3.0% |
| 30D | +12.6% | -18.6% | +31.2% | +13.6% |
| 3M | +6.4% | +18.9% | -12.5% | +4.1% |
| 6M | +0.6% | -11.0% | +11.5% | +0.4% |
| YTD | +18.8% | -29.9% | +48.7% | +21.4% |
| 1Y | +31.0% | -44.3% | +75.4% | +37.3% |
| 3Y | +118.1% | +51.7% | +66.4% | +99.6% |
| All | +186.2% | +15.1% | +171.1% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling