+67.7%
USAR vs ITUB
+114.2%
-46.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.0% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -10.4% | +2.6% | -13.0% | -11.6% |
| 3M | -18.4% | +8.4% | -26.8% | -21.7% |
| 6M | -8.8% | -0.5% | -8.3% | -8.2% |
| YTD | +43.4% | +15.3% | +28.1% | +38.7% |
| 1Y | +21.0% | +28.7% | -7.7% | +15.0% |
| All | +67.7% | +114.2% | -46.5% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling