-16.0%
Z vs ITUB
+154.1%
-170.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.9% |
| 7D | -6.5% | +4.9% | -11.3% | -7.5% |
| 30D | -0.1% | -27.2% | +27.1% | +7.8% |
| 3M | -14.1% | -6.1% | -8.0% | -14.1% |
| 6M | -30.1% | -10.7% | -19.4% | -29.4% |
| YTD | -57.5% | +5.5% | -63.0% | -59.4% |
| 1Y | -60.3% | +7.8% | -68.2% | -62.4% |
| 3Y | -21.0% | +75.0% | -96.0% | -35.6% |
| 5Y | -54.9% | +178.6% | -233.5% | -68.6% |
| 10Y | -16.0% | +162.9% | -178.9% | -42.7% |
| All | -16.0% | +154.1% | -170.1% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling