-31.6%
ZS vs ITUB
+9.0%
-40.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | 0.0% |
| 7D | -12.3% | -1.6% | -10.6% | -12.4% |
| 30D | +11.2% | -26.6% | +37.8% | +7.9% |
| 3M | +37.5% | -11.1% | +48.6% | +38.2% |
| 6M | +57.8% | -13.1% | +70.9% | +58.3% |
| YTD | -0.2% | +3.9% | -4.1% | +3.4% |
| 1Y | -31.6% | +9.8% | -41.4% | -28.9% |
| All | -31.6% | +9.0% | -40.6% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling