+149.2%
ITUB vs SOXQ
+279.9%
-130.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.4% | +3.2% |
| 7D | +1.0% | +2.3% | -1.3% | +0.5% |
| 30D | +10.7% | -3.9% | +14.6% | +11.4% |
| 3M | +10.1% | -4.7% | +14.8% | +10.0% |
| 6M | -0.1% | +47.9% | -48.0% | -9.7% |
| YTD | +18.4% | +64.3% | -45.9% | +5.1% |
| 1Y | +31.3% | +95.7% | -64.4% | +12.5% |
| 3Y | +124.6% | +231.5% | -106.9% | +68.9% |
| 5Y | +192.0% | +255.0% | -63.0% | +105.2% |
| All | +149.2% | +279.9% | -130.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling