+179.2%
URI vs ITUB
+184.7%
-5.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.8% |
| 7D | -9.8% | +3.7% | -13.5% | -10.6% |
| 30D | +1.7% | -24.1% | +25.8% | +7.5% |
| 3M | -9.1% | -9.6% | +0.5% | -8.8% |
| 6M | +9.9% | -11.5% | +21.4% | +10.5% |
| YTD | +31.2% | +5.5% | +25.7% | +24.1% |
| 1Y | +25.9% | +9.9% | +16.1% | +17.4% |
| 3Y | +147.4% | +84.8% | +62.6% | +92.6% |
| All | +179.2% | +184.7% | -5.6% | +82.2% |
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