+115.0%
UMC vs ITUB
+9.0%
+106.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.3% | -2.5% |
| 7D | -14.7% | -1.6% | -13.0% | -14.5% |
| 30D | -32.9% | -26.6% | -6.2% | -30.8% |
| 3M | -22.2% | -11.1% | -11.1% | -22.8% |
| 6M | +25.9% | -13.1% | +39.0% | +24.8% |
| YTD | +107.9% | +3.9% | +104.1% | +106.6% |
| 1Y | +115.0% | +9.8% | +105.3% | +105.3% |
| All | +115.0% | +9.0% | +106.0% | +105.3% |
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