-27.6%
MOD vs ITUB
+7.8%
-35.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.6% |
| 7D | +8.2% | +3.7% | +4.5% | +6.7% |
| 30D | -38.2% | -24.9% | -13.2% | -30.0% |
| 3M | -46.2% | +0.8% | -47.0% | -49.9% |
| 6M | -62.5% | -6.6% | -55.9% | -63.3% |
| YTD | -20.1% | +7.8% | -27.9% | -26.2% |
| All | -27.6% | +7.8% | -35.4% | -33.6% |
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