+133.6%
UAL vs ITUB
+120.6%
+13.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | +0.7% | +8.7% | -8.0% | -3.5% |
| 30D | -16.1% | -0.7% | -15.4% | -16.0% |
| 3M | +6.1% | +7.8% | -1.7% | +1.6% |
| 6M | +10.8% | -3.4% | +14.3% | +12.2% |
| YTD | -0.4% | +16.3% | -16.7% | -7.1% |
| 1Y | +5.0% | +29.8% | -24.8% | -7.5% |
| All | +133.6% | +120.6% | +13.0% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling