+484.6%
UMC vs ITUB
+1,957.2%
-1,472.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.5% |
| 7D | +11.4% | +1.0% | +10.4% | +10.9% |
| 30D | +16.8% | +10.7% | +6.1% | +12.4% |
| 3M | +19.1% | +10.1% | +9.0% | +14.7% |
| 6M | +137.4% | -0.1% | +137.6% | +136.1% |
| YTD | +186.4% | +18.4% | +168.0% | +167.2% |
| 1Y | +229.1% | +31.3% | +197.8% | +194.9% |
| 3Y | +257.9% | +124.6% | +133.3% | +158.0% |
| 5Y | +137.5% | +192.0% | -54.4% | +47.7% |
| 10Y | +1,808.2% | +216.0% | +1,592.2% | +851.8% |
| All | +484.6% | +1,957.2% | -1,472.7% | +15.6% |
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