+1,500.0%
QBTS vs ITUB
+114.2%
+1,385.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -1.0% |
| 7D | +3.8% | 0.0% | +3.8% | +3.9% |
| 30D | -15.2% | +2.6% | -17.8% | -17.0% |
| 3M | -27.2% | +8.4% | -35.6% | -32.0% |
| 6M | -10.1% | -0.5% | -9.5% | -9.4% |
| YTD | -34.5% | +15.3% | -49.8% | -41.2% |
| 1Y | +6.0% | +28.7% | -22.7% | -12.4% |
| All | +1,500.0% | +114.2% | +1,385.8% | +883.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling