+7.9%
UMAC vs ITUB
+9.0%
-1.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +3.3% | -14.1% | -12.3% |
| 7D | -26.0% | -1.6% | -24.4% | -25.5% |
| 30D | -40.3% | -26.6% | -13.7% | -32.1% |
| 3M | -51.1% | -11.1% | -40.1% | -50.9% |
| 6M | -5.6% | -13.1% | +7.4% | -4.3% |
| YTD | +2.3% | +3.9% | -1.6% | -11.5% |
| 1Y | +7.9% | +9.8% | -1.9% | -16.5% |
| All | +7.9% | +9.0% | -1.1% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling