-53.6%
Z vs ITUB
+9.0%
-62.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.3% | +6.2% | +9.2% |
| 7D | +10.2% | -1.6% | +11.8% | +10.2% |
| 30D | +23.7% | -26.6% | +50.3% | +25.1% |
| 3M | -6.6% | -11.1% | +4.5% | -6.7% |
| 6M | -23.0% | -13.1% | -9.9% | -22.9% |
| YTD | -50.3% | +3.9% | -54.2% | -50.3% |
| 1Y | -53.6% | +9.8% | -63.3% | -54.7% |
| All | -53.6% | +9.0% | -62.6% | -54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling