+46.9%
ULTA vs ITUB
+186.2%
-139.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -3.1% | +2.2% | -5.3% | -3.5% |
| 30D | +2.8% | +12.6% | -9.8% | +0.6% |
| 3M | +14.8% | +6.4% | +8.4% | +13.2% |
| 6M | -16.2% | +0.6% | -16.8% | -16.6% |
| YTD | -9.6% | +18.8% | -28.5% | -12.7% |
| 1Y | +4.8% | +31.0% | -26.2% | -1.1% |
| 3Y | +30.7% | +118.1% | -87.4% | +10.7% |
| All | +46.9% | +186.2% | -139.3% | +13.5% |
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