+9.2%
Z vs ITUB
+267.6%
-258.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.1% | -10.8% | -10.7% |
| 7D | -2.3% | -1.0% | -1.2% | -1.9% |
| 30D | +9.4% | -28.1% | +37.5% | +18.2% |
| 3M | -16.1% | -11.1% | -5.0% | -14.8% |
| 6M | -30.4% | -14.0% | -16.5% | -29.1% |
| YTD | -55.6% | +4.1% | -59.7% | -57.3% |
| 1Y | -58.5% | +8.5% | -67.0% | -60.7% |
| 3Y | -19.6% | +82.8% | -102.5% | -34.8% |
| 5Y | -54.1% | +178.7% | -232.9% | -67.7% |
| 10Y | -12.1% | +138.4% | -150.4% | -40.5% |
| All | +9.2% | +267.6% | -258.4% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling