+137.1%
MOD vs ITUB
+85.1%
+52.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.2% |
| 7D | -25.5% | +3.7% | -29.2% | -26.7% |
| 30D | -49.0% | -24.1% | -24.9% | -44.1% |
| 3M | -49.8% | -9.6% | -40.3% | -49.3% |
| 6M | -64.8% | -11.5% | -53.2% | -64.1% |
| YTD | -27.6% | +5.5% | -33.2% | -29.9% |
| 1Y | -35.2% | +9.9% | -45.1% | -38.0% |
| 3Y | +137.1% | +84.8% | +52.4% | +97.7% |
| All | +137.1% | +85.1% | +52.0% | +97.7% |
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