+207.1%
ITUB vs URA
+361.2%
-154.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.0% | +6.7% | +3.9% |
| 7D | +1.0% | -1.5% | +2.5% | +1.4% |
| 30D | +10.7% | -0.4% | +11.1% | +10.6% |
| 3M | +10.1% | +6.3% | +3.8% | +7.4% |
| 6M | -0.1% | -14.0% | +13.8% | +2.8% |
| YTD | +18.4% | +5.3% | +13.1% | +14.4% |
| 1Y | +31.3% | +11.7% | +19.6% | +22.9% |
| 3Y | +124.6% | +109.8% | +14.8% | +64.9% |
| 5Y | +192.0% | +108.0% | +84.0% | +102.1% |
| All | +207.1% | +361.2% | -154.2% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling