+271.4%
UPS vs ITUB
+1,959.7%
-1,688.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -2.1% |
| 7D | -2.1% | +8.2% | -10.4% | -3.6% |
| 30D | -2.3% | +4.7% | -7.0% | -3.2% |
| 3M | -5.2% | +13.0% | -18.2% | -7.5% |
| 6M | +1.4% | +4.2% | -2.8% | +0.2% |
| YTD | +6.1% | +18.6% | -12.5% | +2.2% |
| 1Y | +27.0% | +31.3% | -4.3% | +19.9% |
| 3Y | -25.9% | +124.9% | -150.8% | -37.5% |
| 5Y | -34.6% | +195.6% | -230.2% | -48.8% |
| 10Y | +36.2% | +196.4% | -160.2% | -1.3% |
| All | +271.4% | +1,959.7% | -1,688.3% | +105.5% |
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 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