+1,882.6%
ITUB vs UDR
+700.8%
+1,181.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.4% |
| 7D | +8.2% | -2.1% | +10.3% | +9.4% |
| 30D | +4.7% | -5.6% | +10.3% | +8.0% |
| 3M | +13.0% | -5.8% | +18.8% | +16.2% |
| 6M | +4.2% | -1.1% | +5.3% | +4.0% |
| YTD | +18.6% | +1.6% | +17.0% | +16.2% |
| 1Y | +31.3% | -2.7% | +33.9% | +31.3% |
| 3Y | +124.9% | +6.3% | +118.6% | +108.4% |
| 5Y | +195.6% | -19.3% | +214.9% | +210.9% |
| 10Y | +196.4% | +46.0% | +150.4% | +110.2% |
| All | +1,882.6% | +700.8% | +1,181.8% | +736.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling