+228.4%
UNH vs ITUB
+220.1%
+8.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.7% | -2.4% |
| 7D | -4.5% | +2.2% | -6.8% | -4.9% |
| 30D | -6.5% | +12.6% | -19.1% | -8.4% |
| 3M | -6.0% | +6.4% | -12.4% | -7.1% |
| 6M | +33.7% | +0.6% | +33.1% | +32.9% |
| YTD | +16.4% | +18.8% | -2.5% | +11.9% |
| 1Y | +10.1% | +31.0% | -20.9% | +3.9% |
| 3Y | -16.3% | +118.1% | -134.4% | -29.1% |
| 5Y | +2.1% | +193.0% | -190.9% | -20.8% |
| All | +228.4% | +220.1% | +8.3% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling