+4,821.4%
URI vs ITUB
+1,733.1%
+3,088.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.6% |
| 7D | -9.8% | +3.7% | -13.5% | -11.1% |
| 30D | +1.7% | -24.1% | +25.8% | +11.3% |
| 3M | -9.1% | -9.6% | +0.5% | -8.2% |
| 6M | +9.9% | -11.5% | +21.4% | +11.3% |
| YTD | +31.2% | +5.5% | +25.7% | +22.9% |
| 1Y | +25.9% | +9.9% | +16.1% | +15.8% |
| 3Y | +147.4% | +84.8% | +62.6% | +80.6% |
| 5Y | +179.7% | +182.6% | -2.9% | +65.4% |
| 10Y | +1,419.5% | +141.7% | +1,277.8% | +759.2% |
| All | +4,821.4% | +1,733.1% | +3,088.3% | +2,029.7% |
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