-60.3%
Z vs ITUB
+8.1%
-68.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -5.3% |
| 7D | -6.5% | +4.9% | -11.3% | -6.7% |
| 30D | -0.1% | -27.2% | +27.1% | +1.1% |
| 3M | -14.1% | -6.1% | -8.0% | -14.5% |
| 6M | -30.1% | -10.7% | -19.4% | -30.1% |
| YTD | -57.5% | +5.5% | -63.0% | -57.5% |
| 1Y | -60.3% | +7.8% | -68.2% | -60.6% |
| All | -60.3% | +8.1% | -68.5% | -60.6% |
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 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