-56.3%
Z vs ITUB
+184.7%
-241.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.8% |
| 7D | -4.6% | +3.7% | -8.2% | -5.3% |
| 30D | +8.3% | -24.1% | +32.4% | +14.6% |
| 3M | -11.6% | -9.6% | -2.1% | -11.0% |
| 6M | -33.6% | -11.5% | -22.1% | -33.1% |
| YTD | -56.7% | +5.5% | -62.2% | -58.8% |
| 1Y | -59.1% | +9.9% | -69.0% | -61.7% |
| 3Y | -20.4% | +84.8% | -105.1% | -37.1% |
| All | -56.3% | +184.7% | -241.1% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling