+181.8%
ITUB vs UEC
+21.1%
+160.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.4% |
| 7D | +1.9% | -3.8% | +5.7% | +2.3% |
| 30D | -22.2% | -13.5% | -8.7% | -21.2% |
| 3M | +2.7% | -40.5% | +43.2% | +7.9% |
| 6M | -3.0% | -56.7% | +53.7% | +4.4% |
| YTD | +7.5% | -43.0% | +50.5% | +12.0% |
| 1Y | +10.5% | -42.5% | +53.0% | +14.7% |
| 3Y | +81.0% | +11.6% | +69.4% | +69.4% |
| All | +181.8% | +21.1% | +160.7% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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