+101.1%
UAL vs ITUB
+154.1%
-52.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +1.2% |
| 7D | +12.5% | +4.9% | +7.6% | +10.1% |
| 30D | +12.2% | -27.2% | +39.4% | +28.1% |
| 3M | -2.6% | -6.1% | +3.5% | -3.4% |
| 6M | +21.1% | -10.7% | +31.7% | +23.0% |
| YTD | +7.8% | +5.5% | +2.3% | +0.7% |
| 1Y | +25.4% | +7.8% | +17.6% | +15.3% |
| 3Y | +217.3% | +75.0% | +142.4% | +124.1% |
| 5Y | +132.9% | +178.6% | -45.7% | +22.2% |
| 10Y | +101.1% | +162.9% | -61.7% | +7.3% |
| All | +101.1% | +154.1% | -52.9% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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