+3,022.5%
UNP vs ITUB
+1,920.1%
+1,102.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | -5.3% | +8.7% | -14.1% | -7.4% |
| 30D | -1.5% | -0.7% | -0.9% | -1.5% |
| 3M | +10.3% | +7.8% | +2.5% | +7.8% |
| 6M | +9.7% | -3.4% | +13.1% | +9.8% |
| YTD | +27.1% | +16.3% | +10.8% | +21.1% |
| 1Y | +32.6% | +29.8% | +2.7% | +22.5% |
| 3Y | +40.0% | +111.1% | -71.1% | +12.2% |
| 5Y | +50.8% | +173.6% | -122.7% | +8.9% |
| 10Y | +278.6% | +193.2% | +85.4% | +144.5% |
| All | +3,022.5% | +1,920.1% | +1,102.4% | +1,227.6% |
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