+1,135.8%
URI vs ITUB
+175.8%
+960.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.0% |
| 7D | +6.7% | +1.9% | +4.8% | +6.1% |
| 30D | +8.9% | -22.2% | +31.0% | +17.1% |
| 3M | +0.5% | +2.7% | -2.2% | -3.2% |
| 6M | +20.7% | -3.0% | +23.6% | +17.9% |
| YTD | +40.0% | +7.5% | +32.5% | +30.3% |
| 1Y | +34.4% | +10.5% | +23.9% | +23.5% |
| 3Y | +149.5% | +81.0% | +68.5% | +84.6% |
| 5Y | +205.6% | +181.8% | +23.8% | +81.0% |
| All | +1,135.8% | +175.8% | +960.0% | +671.6% |
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