-16.9%
Z vs ITUB
+176.3%
-193.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.1% |
| 7D | -13.1% | +3.7% | -16.8% | -13.9% |
| 30D | +5.9% | -24.9% | +30.8% | +13.2% |
| 3M | -13.7% | +0.8% | -14.5% | -15.2% |
| 6M | -27.1% | -6.6% | -20.5% | -27.3% |
| YTD | -56.8% | +7.8% | -64.6% | -58.9% |
| 1Y | -60.2% | +7.4% | -67.6% | -62.2% |
| 3Y | -19.7% | +78.8% | -98.5% | -34.9% |
| 5Y | -53.7% | +179.9% | -233.6% | -67.8% |
| 10Y | -16.9% | +170.9% | -187.8% | -44.0% |
| All | -16.9% | +176.3% | -193.1% | -44.0% |
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