+75.3%
ITUB vs URA
-50.4%
+125.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.9% |
| 7D | +4.9% | +0.3% | +4.6% | +4.6% |
| 30D | -27.2% | -14.8% | -12.5% | -23.3% |
| 3M | -6.1% | -25.3% | +19.2% | +3.2% |
| 6M | -10.7% | -39.9% | +29.2% | +4.9% |
| YTD | +5.5% | -22.4% | +27.9% | +11.8% |
| 1Y | +7.8% | -29.0% | +36.8% | +17.4% |
| 3Y | +75.0% | +41.0% | +34.0% | +38.5% |
| 5Y | +178.6% | +38.3% | +140.2% | +109.4% |
| 10Y | +162.9% | +276.1% | -113.2% | +10.5% |
| All | +75.3% | -50.4% | +125.8% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling