+215.2%
PODD vs ITUB
+220.1%
-4.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -10.5% | +2.2% | -12.7% | -10.9% |
| 30D | -9.0% | +12.6% | -21.6% | -10.8% |
| 3M | -11.5% | +6.4% | -18.0% | -12.7% |
| 6M | -44.7% | +0.6% | -45.3% | -45.0% |
| YTD | -53.6% | +18.8% | -72.4% | -55.2% |
| 1Y | -61.0% | +31.0% | -92.0% | -63.0% |
| 3Y | -24.7% | +118.1% | -142.8% | -34.8% |
| 5Y | -55.5% | +193.0% | -248.5% | -63.5% |
| All | +215.2% | +220.1% | -4.9% | +122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling