+118.1%
ITUB vs ZCMD
-100.0%
+218.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.4% | +0.4% |
| 7D | +2.2% | -5.4% | +7.6% | +2.2% |
| 30D | +12.6% | -24.8% | +37.4% | +12.7% |
| 3M | +6.4% | -62.8% | +69.2% | +6.2% |
| 6M | +0.6% | -99.5% | +100.1% | +0.5% |
| YTD | +18.8% | -99.8% | +118.6% | +18.5% |
| 1Y | +31.0% | -99.9% | +130.9% | +30.2% |
| 3Y | +118.1% | -100.0% | +218.1% | +109.4% |
| All | +118.1% | -100.0% | +218.1% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling