-15.6%
Z vs ITUB
+175.8%
-191.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.9% |
| 7D | +0.8% | +1.9% | -1.0% | +0.4% |
| 30D | +5.2% | -22.2% | +27.4% | +11.5% |
| 3M | -17.0% | +2.7% | -19.7% | -18.9% |
| 6M | -22.7% | -3.0% | -19.7% | -23.7% |
| YTD | -56.3% | +7.5% | -63.8% | -58.4% |
| 1Y | -57.7% | +10.5% | -68.1% | -60.1% |
| 3Y | -16.5% | +81.0% | -97.5% | -32.6% |
| 5Y | -53.4% | +181.8% | -235.2% | -67.7% |
| All | -15.6% | +175.8% | -191.4% | -43.6% |
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