+1,271.8%
URI vs ITUB
+197.6%
+1,074.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +2.3% |
| 7D | +5.0% | 0.0% | +5.0% | +4.9% |
| 30D | -9.4% | +2.6% | -12.0% | -10.5% |
| 3M | -5.8% | +8.4% | -14.2% | -9.1% |
| 6M | +25.8% | -0.5% | +26.4% | +24.6% |
| YTD | +27.9% | +15.3% | +12.6% | +19.3% |
| 1Y | +9.7% | +28.7% | -19.0% | -2.2% |
| 3Y | +128.0% | +118.7% | +9.3% | +62.3% |
| 5Y | +212.4% | +182.7% | +29.7% | +91.8% |
| 10Y | +1,271.8% | +207.6% | +1,064.2% | +711.5% |
| All | +1,271.8% | +197.6% | +1,074.3% | +711.5% |
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 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