+801.7%
MOD vs ITUB
+1,920.1%
-1,118.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.7% |
| 7D | +9.6% | +8.7% | +0.9% | +5.5% |
| 30D | 0.0% | -0.7% | +0.7% | 0.0% |
| 3M | -35.4% | +7.8% | -43.2% | -37.7% |
| 6M | -7.3% | -3.4% | -3.9% | -5.8% |
| YTD | +45.8% | +16.3% | +29.5% | +36.5% |
| 1Y | +43.1% | +29.8% | +13.3% | +27.2% |
| 3Y | +297.7% | +111.1% | +186.6% | +178.4% |
| 5Y | +1,478.8% | +173.6% | +1,305.2% | +840.8% |
| 10Y | +1,633.4% | +193.2% | +1,440.1% | +784.9% |
| All | +801.7% | +1,920.1% | -1,118.4% | +169.5% |
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