+764.2%
PODD vs ITUB
+231.7%
+532.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.2% |
| 7D | -6.9% | 0.0% | -6.9% | -6.9% |
| 30D | -3.5% | +2.6% | -6.0% | -4.4% |
| 3M | -13.6% | +8.4% | -22.0% | -16.2% |
| 6M | -42.6% | -0.5% | -42.1% | -43.0% |
| YTD | -51.5% | +15.3% | -66.8% | -54.2% |
| 1Y | -60.9% | +28.7% | -89.6% | -64.5% |
| 3Y | -19.8% | +118.7% | -138.4% | -39.0% |
| 5Y | -54.4% | +182.7% | -237.0% | -69.1% |
| 10Y | +236.1% | +207.6% | +28.5% | +86.2% |
| All | +764.2% | +231.7% | +532.5% | +248.1% |
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