+59.3%
USAR vs ITUB
+106.0%
-46.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.7% | -7.3% |
| 7D | -9.3% | +1.0% | -10.3% | -9.8% |
| 30D | -15.2% | +10.7% | -25.9% | -19.3% |
| 3M | -21.1% | +10.1% | -31.2% | -24.7% |
| 6M | -21.6% | -0.1% | -21.4% | -21.6% |
| YTD | +34.8% | +18.4% | +16.4% | +28.9% |
| 1Y | +15.6% | +31.3% | -15.6% | +8.9% |
| 3Y | +57.7% | +124.6% | -66.9% | +44.6% |
| All | +59.3% | +106.0% | -46.7% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling