-39.6%
ZS vs ITUB
+185.6%
-225.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.0% |
| 7D | -8.1% | +1.0% | -9.0% | -8.2% |
| 30D | -8.4% | +10.7% | -19.2% | -10.1% |
| 3M | +31.1% | +10.1% | +21.0% | +28.4% |
| 6M | +4.4% | -0.1% | +4.5% | +3.6% |
| YTD | -27.3% | +18.4% | -45.7% | -30.8% |
| 1Y | -41.4% | +31.3% | -72.6% | -45.7% |
| 3Y | +1.7% | +124.6% | -122.9% | -17.7% |
| 5Y | -39.6% | +192.0% | -231.6% | -53.4% |
| All | -39.6% | +185.6% | -225.2% | -53.4% |
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