+390.7%
ZS vs ITUB
+78.4%
+312.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.0% | -6.6% | -4.9% |
| 7D | -9.2% | +8.2% | -17.5% | -10.3% |
| 30D | -4.0% | +4.7% | -8.7% | -4.7% |
| 3M | +25.3% | +13.0% | +12.3% | +22.7% |
| 6M | -1.3% | +4.2% | -5.5% | -2.6% |
| YTD | -28.0% | +18.6% | -46.6% | -30.6% |
| 1Y | -42.5% | +31.3% | -73.7% | -45.6% |
| 3Y | +0.7% | +124.9% | -124.2% | -13.2% |
| 5Y | -42.3% | +195.6% | -237.9% | -52.7% |
| All | +390.7% | +78.4% | +312.3% | +408.0% |
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