+124.9%
ITUB vs URA
+121.0%
+3.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.2% | +1.3% |
| 7D | +8.2% | +8.1% | +0.1% | +6.5% |
| 30D | +4.7% | +5.8% | -1.1% | +3.4% |
| 3M | +13.0% | +3.4% | +9.6% | +11.6% |
| 6M | +4.2% | -2.6% | +6.8% | +3.7% |
| YTD | +18.6% | +11.2% | +7.4% | +15.7% |
| 1Y | +31.3% | +19.8% | +11.4% | +25.5% |
| 3Y | +124.9% | +121.5% | +3.4% | +87.4% |
| All | +124.9% | +121.0% | +3.9% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling