+398.6%
ZS vs ITUB
+78.8%
+319.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | -3.1% | +2.2% | -5.3% | -3.4% |
| 30D | -7.2% | +12.6% | -19.8% | -8.8% |
| 3M | +30.5% | +6.4% | +24.1% | +28.9% |
| 6M | +7.0% | +0.6% | +6.4% | +6.2% |
| YTD | -26.8% | +18.8% | -45.7% | -29.5% |
| 1Y | -42.6% | +31.0% | -73.6% | -45.7% |
| 3Y | -0.3% | +118.1% | -118.4% | -13.7% |
| 5Y | -39.2% | +193.0% | -232.2% | -50.2% |
| All | +398.6% | +78.8% | +319.8% | +415.8% |
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