+33.8%
UL vs ITUB
+181.1%
-147.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.8% |
| 7D | +1.1% | +1.9% | -0.8% | +0.9% |
| 30D | +4.5% | -22.2% | +26.7% | +7.0% |
| 3M | +6.5% | +2.7% | +3.8% | +5.2% |
| 6M | +18.2% | -3.0% | +21.1% | +17.4% |
| YTD | +4.7% | +7.5% | -2.8% | +2.5% |
| 1Y | +0.8% | +10.5% | -9.7% | -1.8% |
| 3Y | +35.9% | +81.0% | -45.1% | +22.7% |
| All | +33.8% | +181.1% | -147.4% | +9.0% |
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