+208.2%
ITUB vs RGEN
+415.7%
-207.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | -1.4% | +3.7% | +2.4% |
| 30D | +12.6% | -0.3% | +12.9% | +12.6% |
| 3M | +6.4% | +23.9% | -17.5% | +3.3% |
| 6M | +0.6% | +38.5% | -37.9% | -3.9% |
| YTD | +18.8% | +0.8% | +18.0% | +17.7% |
| 1Y | +31.0% | +38.2% | -7.2% | +24.7% |
| 3Y | +118.1% | +1.3% | +116.8% | +109.8% |
| 5Y | +193.0% | -44.0% | +237.0% | +193.5% |
| All | +208.2% | +415.7% | -207.5% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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