+54.5%
USAR vs ITUB
+106.7%
-52.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.2% |
| 7D | -11.6% | +2.2% | -13.8% | -12.7% |
| 30D | -15.5% | +12.6% | -28.1% | -20.2% |
| 3M | -31.0% | +6.4% | -37.4% | -33.3% |
| 6M | -26.2% | +0.6% | -26.8% | -26.5% |
| YTD | +30.8% | +18.8% | +11.9% | +24.9% |
| 1Y | +7.1% | +31.0% | -23.9% | +0.8% |
| 3Y | +53.0% | +118.1% | -65.1% | +40.0% |
| All | +54.5% | +106.7% | -52.2% | +41.4% |
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 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