+54.1%
ZM vs ITUB
+111.0%
-56.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -5.7% | +2.2% | -7.9% | -5.7% |
| 30D | -9.1% | +12.6% | -21.7% | -9.0% |
| 3M | +3.5% | +6.4% | -2.9% | +3.6% |
| 6M | +25.7% | +0.6% | +25.1% | +25.7% |
| YTD | +10.8% | +18.8% | -8.1% | +10.9% |
| 1Y | +12.8% | +31.0% | -18.2% | +13.0% |
| 3Y | +33.1% | +118.1% | -84.9% | +35.5% |
| 5Y | -68.3% | +193.0% | -261.3% | -66.6% |
| All | +54.1% | +111.0% | -56.8% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling