+1,716.3%
ULTA vs ITUB
+167.9%
+1,548.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.9% | -1.9% |
| 7D | -3.9% | +1.0% | -4.8% | -4.2% |
| 30D | -1.1% | +10.7% | -11.8% | -4.0% |
| 3M | +13.8% | +10.1% | +3.7% | +10.2% |
| 6M | -17.2% | -0.1% | -17.1% | -17.7% |
| YTD | -11.5% | +18.4% | -29.9% | -16.6% |
| 1Y | +3.9% | +31.3% | -27.4% | -5.6% |
| 3Y | +29.5% | +124.6% | -95.1% | -1.7% |
| 5Y | +42.9% | +192.0% | -149.1% | -3.9% |
| 10Y | +124.4% | +216.0% | -91.6% | +33.7% |
| All | +1,716.3% | +167.9% | +1,548.4% | +836.7% |
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