-68.3%
ZM vs ITUB
+185.6%
-254.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -1.1% |
| 7D | -2.7% | +1.0% | -3.7% | -2.9% |
| 30D | -10.0% | +10.7% | -20.7% | -11.4% |
| 3M | +1.6% | +10.1% | -8.5% | -0.1% |
| 6M | +25.0% | -0.1% | +25.1% | +24.3% |
| YTD | +10.6% | +18.4% | -7.8% | +6.8% |
| 1Y | +14.0% | +31.3% | -17.3% | +7.8% |
| 3Y | +32.5% | +124.6% | -92.1% | +14.8% |
| 5Y | -68.3% | +192.0% | -260.3% | -73.5% |
| All | -68.3% | +185.6% | -254.0% | -73.5% |
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