+63.3%
QBTS vs ITUB
+156.9%
-93.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | -2.4% | +8.7% | -11.1% | -4.3% |
| 30D | -22.5% | -0.7% | -21.8% | -22.5% |
| 3M | -40.0% | +7.8% | -47.8% | -41.0% |
| 6M | -12.3% | -3.4% | -8.9% | -11.6% |
| YTD | -36.6% | +16.3% | -52.9% | -37.8% |
| 1Y | +8.4% | +29.8% | -21.4% | +4.9% |
| 3Y | +1,380.4% | +111.1% | +1,269.3% | +1,332.4% |
| 5Y | +69.7% | +173.6% | -103.9% | +70.3% |
| All | +63.3% | +156.9% | -93.5% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling