-34.0%
Z vs ITUB
+116.5%
-150.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.9% |
| 7D | -3.0% | +8.7% | -11.7% | -5.1% |
| 30D | -4.2% | -0.7% | -3.5% | -4.1% |
| 3M | -3.7% | +7.8% | -11.5% | -6.4% |
| 6M | -24.5% | -3.4% | -21.1% | -24.2% |
| YTD | -49.3% | +16.3% | -65.6% | -52.6% |
| 1Y | -58.7% | +29.8% | -88.5% | -63.2% |
| All | -34.0% | +116.5% | -150.5% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling