+132.2%
ITUB vs ZCMD
-100.0%
+232.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.4% | +0.5% |
| 7D | +2.2% | -5.4% | +7.6% | +2.3% |
| 30D | +12.6% | -24.8% | +37.4% | +13.0% |
| 3M | +6.4% | -62.8% | +69.2% | +5.3% |
| 6M | +0.6% | -99.5% | +100.1% | +5.9% |
| YTD | +18.8% | -99.8% | +118.6% | +26.4% |
| 1Y | +31.0% | -99.9% | +130.9% | +41.8% |
| 3Y | +118.1% | -100.0% | +218.1% | +154.0% |
| 5Y | +193.0% | -100.0% | +293.0% | +242.0% |
| All | +132.2% | -100.0% | +232.2% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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