+70.9%
QBTS vs ITUB
+185.6%
-114.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.4% |
| 7D | -1.0% | +1.0% | -1.9% | -1.2% |
| 30D | -17.6% | +10.7% | -28.4% | -19.9% |
| 3M | -28.3% | +10.1% | -38.4% | -30.2% |
| 6M | -11.2% | -0.1% | -11.1% | -11.0% |
| YTD | -36.3% | +18.4% | -54.7% | -38.1% |
| 1Y | +3.9% | +31.3% | -27.4% | -0.7% |
| 3Y | +1,728.8% | +124.6% | +1,604.1% | +1,659.8% |
| 5Y | +70.9% | +192.0% | -121.1% | +71.2% |
| All | +70.9% | +185.6% | -114.8% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling