+137.3%
UMC vs ITUB
+1.4%
+135.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.8% | +6.8% | +5.0% |
| 7D | +13.6% | 0.0% | +13.6% | +13.5% |
| 30D | +20.8% | +2.6% | +18.2% | +19.4% |
| 3M | +16.1% | +8.4% | +7.7% | +11.6% |
| 6M | +137.3% | -0.5% | +137.8% | +130.0% |
| All | +137.3% | +1.4% | +135.9% | +130.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling