+1,395.2%
ZBRA vs ITUB
+1,902.7%
-507.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.5% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -8.8% | +2.6% | -11.4% | -9.5% |
| 3M | +47.2% | +8.4% | +38.8% | +43.6% |
| 6M | +61.3% | -0.5% | +61.8% | +60.5% |
| YTD | +42.0% | +15.3% | +26.7% | +35.9% |
| 1Y | +10.5% | +28.7% | -18.3% | +2.7% |
| 3Y | +34.5% | +118.7% | -84.2% | +8.4% |
| 5Y | -40.3% | +182.7% | -223.0% | -56.2% |
| 10Y | +421.5% | +207.6% | +213.9% | +246.6% |
| All | +1,395.2% | +1,902.7% | -507.5% | +568.3% |
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