+55.5%
ZM vs ITUB
+110.4%
-54.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.0% | -6.8% | -4.8% |
| 7D | +1.6% | +8.2% | -6.6% | +1.7% |
| 30D | -7.7% | +4.7% | -12.4% | -7.7% |
| 3M | -4.7% | +13.0% | -17.7% | -4.6% |
| 6M | +24.4% | +4.2% | +20.3% | +24.4% |
| YTD | +11.8% | +18.6% | -6.8% | +11.9% |
| 1Y | +13.4% | +31.3% | -17.9% | +13.6% |
| 3Y | +33.8% | +124.9% | -91.1% | +36.5% |
| 5Y | -67.2% | +195.6% | -262.8% | -65.3% |
| All | +55.5% | +110.4% | -54.9% | +94.2% |
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