+262.2%
UMC vs ITUB
+120.9%
+141.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +9.0% | +2.2% | +6.8% | +8.3% |
| 30D | +17.2% | +12.6% | +4.6% | +13.5% |
| 3M | +11.4% | +6.4% | +5.0% | +9.3% |
| 6M | +137.5% | +0.6% | +136.9% | +135.5% |
| YTD | +193.1% | +18.8% | +174.3% | +180.8% |
| 1Y | +240.3% | +31.0% | +209.3% | +218.1% |
| 3Y | +262.2% | +118.1% | +144.1% | +188.9% |
| All | +262.2% | +120.9% | +141.3% | +188.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling