+339.5%
MOD vs ITUB
+1,733.1%
-1,393.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.1% |
| 7D | -25.5% | +3.7% | -29.2% | -27.0% |
| 30D | -49.0% | -24.1% | -24.9% | -43.4% |
| 3M | -49.8% | -9.6% | -40.3% | -48.9% |
| 6M | -64.8% | -11.5% | -53.2% | -63.8% |
| YTD | -27.6% | +5.5% | -33.2% | -30.9% |
| 1Y | -35.2% | +9.9% | -45.1% | -39.4% |
| 3Y | +137.1% | +84.8% | +52.4% | +71.7% |
| 5Y | +760.3% | +182.6% | +577.6% | +396.6% |
| 10Y | +938.8% | +141.7% | +797.1% | +467.2% |
| All | +339.5% | +1,733.1% | -1,393.7% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling