-42.6%
ZS vs ITUB
+31.4%
-74.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.7% |
| 7D | -3.1% | +2.2% | -5.3% | -2.7% |
| 30D | -7.2% | +12.6% | -19.8% | -5.3% |
| 3M | +30.5% | +6.4% | +24.1% | +31.7% |
| 6M | +7.0% | +0.6% | +6.4% | +6.7% |
| YTD | -26.8% | +18.8% | -45.7% | -25.9% |
| 1Y | -42.6% | +31.0% | -73.6% | -42.7% |
| All | -42.6% | +31.4% | -74.0% | -42.7% |
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