+273.4%
UAL vs ITUB
+349.8%
-76.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.8% |
| 7D | +2.3% | +3.7% | -1.5% | +0.6% |
| 30D | +13.3% | -24.9% | +38.3% | +27.0% |
| 3M | -6.3% | +0.8% | -7.1% | -9.6% |
| 6M | +22.5% | -6.6% | +29.1% | +22.2% |
| YTD | +5.9% | +7.8% | -1.9% | -1.3% |
| 1Y | +24.7% | +7.4% | +17.3% | +15.9% |
| 3Y | +211.6% | +78.8% | +132.8% | +124.0% |
| 5Y | +130.6% | +179.9% | -49.3% | +28.6% |
| 10Y | +96.5% | +170.9% | -74.4% | +2.1% |
| All | +273.4% | +349.8% | -76.4% | +13.7% |
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