+76.8%
UAL vs ITUB
+169.9%
-93.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -4.9% |
| 7D | +0.7% | +1.1% | -0.4% | +0.2% |
| 30D | +7.8% | -25.4% | +33.2% | +21.6% |
| 3M | -11.1% | -0.3% | -10.8% | -14.3% |
| 6M | +16.1% | -8.0% | +24.0% | +16.1% |
| YTD | -0.5% | +5.2% | -5.7% | -7.0% |
| 1Y | +11.3% | +7.4% | +3.9% | +2.6% |
| 3Y | +192.8% | +74.5% | +118.3% | +106.9% |
| 5Y | +123.3% | +175.8% | -52.6% | +17.6% |
| All | +76.8% | +169.9% | -93.2% | -7.6% |
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