+127.9%
UAL vs ITUB
+186.4%
-58.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +5.9% |
| 7D | +10.2% | +5.5% | +4.7% | +8.1% |
| 30D | +12.0% | -25.6% | +37.6% | +23.4% |
| 3M | -7.1% | -4.7% | -2.4% | -8.7% |
| 6M | +20.9% | -8.6% | +29.5% | +20.8% |
| YTD | +7.7% | +7.9% | -0.3% | +0.6% |
| 1Y | +23.6% | +11.2% | +12.4% | +13.6% |
| 3Y | +222.6% | +82.6% | +139.9% | +139.2% |
| 5Y | +127.9% | +192.7% | -64.8% | +22.5% |
| All | +127.9% | +186.4% | -58.4% | +22.5% |
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