+1,882.6%
ITUB vs RGEN
+5,813.3%
-3,930.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +8.2% | -0.9% | +9.1% | +8.4% |
| 30D | +4.7% | +2.8% | +1.9% | +4.3% |
| 3M | +13.0% | +34.5% | -21.5% | +8.5% |
| 6M | +4.2% | +40.5% | -36.3% | -0.8% |
| YTD | +18.6% | +2.8% | +15.7% | +17.3% |
| 1Y | +31.3% | +39.6% | -8.4% | +24.6% |
| 3Y | +124.9% | +4.4% | +120.5% | +115.1% |
| 5Y | +195.6% | -42.8% | +238.4% | +194.7% |
| 10Y | +196.4% | +406.7% | -210.3% | +114.8% |
| All | +1,882.6% | +5,813.3% | -3,930.7% | +870.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling