+36.4%
UPS vs ITUB
+220.1%
-183.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -2.0% | +2.2% | -4.2% | -2.3% |
| 30D | -2.0% | +12.6% | -14.6% | -3.8% |
| 3M | -6.2% | +6.4% | -12.6% | -7.3% |
| 6M | +2.8% | +0.6% | +2.2% | +2.3% |
| YTD | +5.9% | +18.8% | -12.9% | +2.6% |
| 1Y | +26.2% | +31.0% | -4.8% | +20.3% |
| 3Y | -26.0% | +118.1% | -144.1% | -35.5% |
| 5Y | -34.3% | +193.0% | -227.3% | -46.3% |
| All | +36.4% | +220.1% | -183.7% | +6.9% |
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