+150.1%
ITUB vs SOXQ
+286.7%
-136.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | +2.2% | +0.8% | +1.5% | +2.0% |
| 30D | +12.6% | -4.6% | +17.2% | +13.5% |
| 3M | +6.4% | -10.2% | +16.6% | +7.7% |
| 6M | +0.6% | +49.7% | -49.1% | -9.2% |
| YTD | +18.8% | +67.2% | -48.4% | +5.1% |
| 1Y | +31.0% | +98.0% | -67.0% | +12.0% |
| 3Y | +118.1% | +237.2% | -119.1% | +63.5% |
| 5Y | +193.0% | +261.3% | -68.3% | +105.3% |
| All | +150.1% | +286.7% | -136.6% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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