-33.6%
UPST vs ITUB
+138.3%
-171.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | 0.0% | +1.1% |
| 7D | -10.6% | +1.9% | -12.5% | -11.3% |
| 30D | -14.0% | -22.2% | +8.2% | -3.9% |
| 3M | -36.8% | +2.7% | -39.6% | -39.4% |
| 6M | -27.5% | -3.0% | -24.6% | -28.7% |
| YTD | -55.3% | +7.5% | -62.8% | -58.3% |
| 1Y | -47.5% | +10.5% | -58.0% | -51.9% |
| 3Y | -10.4% | +81.0% | -91.4% | -37.0% |
| 5Y | -92.6% | +181.8% | -274.4% | -96.1% |
| All | -33.6% | +138.3% | -171.9% | -55.7% |
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