+185.1%
ITUB vs UDR
-20.1%
+205.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.5% | +2.9% |
| 7D | +1.0% | -3.4% | +4.4% | +2.0% |
| 30D | +10.7% | -5.4% | +16.1% | +12.5% |
| 3M | +10.1% | -10.0% | +20.0% | +13.3% |
| 6M | -0.1% | -2.5% | +2.4% | +0.2% |
| YTD | +18.4% | -1.1% | +19.5% | +18.1% |
| 1Y | +31.3% | -3.9% | +35.2% | +31.9% |
| 3Y | +124.6% | +3.4% | +121.2% | +116.4% |
| All | +185.1% | -20.1% | +205.3% | +193.1% |
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