+38.7%
MOD vs ITUB
+30.7%
+8.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -2.4% |
| 7D | +6.3% | +8.2% | -1.9% | +0.9% |
| 30D | -1.7% | +4.7% | -6.4% | -4.8% |
| 3M | -30.1% | +13.0% | -43.1% | -36.1% |
| 6M | +2.7% | +4.2% | -1.5% | -0.5% |
| YTD | +44.1% | +18.6% | +25.5% | +34.8% |
| 1Y | +38.7% | +31.3% | +7.5% | +26.0% |
| All | +38.7% | +30.7% | +8.0% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling