+137.7%
UAL vs ITUB
+181.4%
-43.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.7% |
| 7D | +3.4% | +8.2% | -4.8% | -0.1% |
| 30D | -16.5% | +4.7% | -21.2% | -18.2% |
| 3M | +2.8% | +13.0% | -10.2% | -2.9% |
| 6M | +17.6% | +4.2% | +13.4% | +15.3% |
| YTD | -3.2% | +18.6% | -21.8% | -9.8% |
| 1Y | +0.4% | +31.3% | -30.8% | -10.4% |
| 3Y | +128.2% | +124.9% | +3.3% | +62.8% |
| 5Y | +137.7% | +195.6% | -57.9% | +40.2% |
| All | +137.7% | +181.4% | -43.7% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling