+4,608.3%
URI vs ITUB
+1,920.1%
+2,688.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -2.0% | +8.7% | -10.7% | -5.3% |
| 30D | -12.9% | -0.7% | -12.3% | -12.9% |
| 3M | -6.7% | +7.8% | -14.5% | -10.0% |
| 6M | +19.0% | -3.4% | +22.4% | +19.1% |
| YTD | +25.5% | +16.3% | +9.3% | +16.3% |
| 1Y | +5.5% | +29.8% | -24.3% | -6.8% |
| 3Y | +111.3% | +111.1% | +0.2% | +50.3% |
| 5Y | +198.6% | +173.6% | +25.0% | +82.5% |
| 10Y | +1,179.9% | +193.2% | +986.7% | +587.2% |
| All | +4,608.3% | +1,920.1% | +2,688.3% | +1,914.7% |
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 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