+111.5%
ITUB vs RGEN
+2.1%
+109.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.5% |
| 7D | 0.0% | -4.6% | +4.6% | +0.6% |
| 30D | +2.6% | +1.2% | +1.4% | +2.4% |
| 3M | +8.4% | +26.8% | -18.4% | +4.9% |
| 6M | -0.5% | +29.1% | -29.6% | -4.4% |
| YTD | +15.3% | +0.7% | +14.6% | +13.8% |
| 1Y | +28.7% | +39.1% | -10.3% | +22.4% |
| All | +111.5% | +2.1% | +109.4% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling