+29.8%
ITUB vs ZYBT
-83.2%
+113.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.8% |
| 7D | +8.7% | -6.9% | +15.6% | +8.7% |
| 30D | -0.7% | -31.8% | +31.1% | -0.6% |
| 3M | +7.8% | +94.0% | -86.2% | +6.5% |
| 6M | -3.4% | +99.0% | -102.4% | -5.3% |
| YTD | +16.3% | +40.0% | -23.7% | +14.7% |
| 1Y | +29.8% | -79.5% | +109.4% | +31.4% |
| All | +29.8% | -83.2% | +113.0% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling