+5,051.6%
URI vs ITUB
+1,733.1%
+3,318.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -1.2% |
| 7D | -6.0% | +4.9% | -10.8% | -7.7% |
| 30D | +4.6% | -27.2% | +31.8% | +16.4% |
| 3M | -2.7% | -6.1% | +3.4% | -3.1% |
| 6M | +18.4% | -10.7% | +29.1% | +19.6% |
| YTD | +37.4% | +5.5% | +31.8% | +28.7% |
| 1Y | +30.4% | +7.8% | +22.5% | +20.8% |
| 3Y | +147.9% | +75.0% | +72.9% | +85.1% |
| 5Y | +202.1% | +178.6% | +23.5% | +79.8% |
| 10Y | +1,182.4% | +162.9% | +1,019.6% | +605.5% |
| All | +5,051.6% | +1,733.1% | +3,318.5% | +2,130.4% |
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