+54.0%
UNP vs ITUB
+185.6%
-131.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | 0.0% |
| 7D | -1.2% | +1.0% | -2.1% | -1.3% |
| 30D | -2.0% | +10.7% | -12.7% | -3.3% |
| 3M | +7.5% | +10.1% | -2.5% | +6.0% |
| 6M | +15.3% | -0.1% | +15.5% | +14.9% |
| YTD | +25.4% | +18.4% | +7.0% | +21.9% |
| 1Y | +35.6% | +31.3% | +4.3% | +29.9% |
| 3Y | +44.1% | +124.6% | -80.5% | +27.3% |
| 5Y | +54.0% | +192.0% | -138.0% | +28.5% |
| All | +54.0% | +185.6% | -131.7% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling