+277.6%
UNP vs ITUB
+220.1%
+57.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -1.8% | +2.2% | -4.0% | -2.2% |
| 30D | -2.7% | +12.6% | -15.3% | -5.1% |
| 3M | +6.5% | +6.4% | +0.1% | +4.9% |
| 6M | +14.4% | +0.6% | +13.8% | +13.6% |
| YTD | +24.8% | +18.8% | +6.0% | +19.5% |
| 1Y | +34.4% | +31.0% | +3.4% | +25.9% |
| 3Y | +43.6% | +118.1% | -74.5% | +19.1% |
| 5Y | +53.2% | +193.0% | -139.8% | +15.2% |
| All | +277.6% | +220.1% | +57.5% | +174.8% |
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