+1,520.5%
MOD vs ITUB
+192.5%
+1,327.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -2.0% |
| 7D | +6.3% | +8.2% | -1.9% | +2.9% |
| 30D | -1.7% | +4.7% | -6.4% | -3.7% |
| 3M | -30.1% | +13.0% | -43.1% | -33.7% |
| 6M | +2.7% | +4.2% | -1.5% | +1.0% |
| YTD | +44.1% | +18.6% | +25.5% | +34.9% |
| 1Y | +38.7% | +31.3% | +7.5% | +24.5% |
| 3Y | +309.8% | +124.9% | +184.9% | +191.9% |
| 5Y | +1,569.7% | +195.6% | +1,374.1% | +925.8% |
| 10Y | +1,520.5% | +196.4% | +1,324.1% | +939.2% |
| All | +1,520.5% | +192.5% | +1,327.9% | +939.2% |
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