+64.4%
UL vs ITUB
+220.1%
-155.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | -3.4% | +2.2% | -5.6% | -3.7% |
| 30D | +0.5% | +12.6% | -12.1% | -1.3% |
| 3M | +7.2% | +6.4% | +0.8% | +6.1% |
| 6M | -3.1% | +0.6% | -3.6% | -3.5% |
| YTD | -2.7% | +18.8% | -21.6% | -5.6% |
| 1Y | -10.2% | +31.0% | -41.2% | -14.2% |
| 3Y | +20.3% | +118.1% | -97.8% | +5.5% |
| 5Y | +19.9% | +193.0% | -173.1% | -1.4% |
| All | +64.4% | +220.1% | -155.7% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling