-34.5%
UPS vs ITUB
+185.6%
-220.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | +0.4% |
| 7D | -3.4% | +1.0% | -4.4% | -3.6% |
| 30D | -2.7% | +10.7% | -13.5% | -4.3% |
| 3M | -1.6% | +10.1% | -11.7% | -3.2% |
| 6M | +2.3% | -0.1% | +2.5% | +2.0% |
| YTD | +5.6% | +18.4% | -12.8% | +2.6% |
| 1Y | +27.1% | +31.3% | -4.2% | +21.5% |
| 3Y | -26.3% | +124.6% | -150.9% | -35.1% |
| 5Y | -34.5% | +192.0% | -226.5% | -45.4% |
| All | -34.5% | +185.6% | -220.1% | -45.4% |
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