+251.3%
UAL vs ITUB
+385.1%
-133.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | +0.7% | +8.7% | -8.0% | -3.2% |
| 30D | -16.1% | -0.7% | -15.4% | -16.0% |
| 3M | +6.1% | +7.8% | -1.7% | +2.1% |
| 6M | +10.8% | -3.4% | +14.3% | +12.5% |
| YTD | -0.4% | +16.3% | -16.7% | -7.5% |
| 1Y | +5.0% | +29.8% | -24.8% | -7.8% |
| 3Y | +124.0% | +111.1% | +12.9% | +53.7% |
| 5Y | +141.0% | +173.6% | -32.6% | +39.2% |
| 10Y | +118.0% | +193.2% | -75.2% | +11.9% |
| All | +251.3% | +385.1% | -133.8% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling