+186.2%
ITUB vs UDR
-20.2%
+206.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +2.2% | -3.5% | +5.7% | +3.3% |
| 30D | +12.6% | -5.3% | +17.9% | +14.4% |
| 3M | +6.4% | -9.5% | +15.9% | +9.4% |
| 6M | +0.6% | -0.7% | +1.2% | +0.3% |
| YTD | +18.8% | -1.2% | +20.0% | +18.5% |
| 1Y | +31.0% | -5.7% | +36.8% | +32.5% |
| 3Y | +118.1% | +3.7% | +114.3% | +109.9% |
| All | +186.2% | -20.2% | +206.3% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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