-0.1%
ITUB vs SOXQ
+48.7%
-48.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.4% | +3.1% |
| 7D | +1.0% | +2.3% | -1.3% | +0.5% |
| 30D | +10.7% | -3.9% | +14.6% | +11.3% |
| 3M | +10.1% | -4.7% | +14.8% | +8.1% |
| 6M | -0.1% | +47.9% | -48.0% | -29.8% |
| All | -0.1% | +48.7% | -48.8% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling