+2.3%
QCOM vs ITUB
+9.0%
-6.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.3% | +2.1% | +5.0% |
| 7D | -5.3% | -1.6% | -3.7% | -5.2% |
| 30D | -4.2% | -26.6% | +22.4% | -1.9% |
| 3M | +7.0% | -11.1% | +18.1% | +6.3% |
| 6M | +3.8% | -13.1% | +16.9% | +3.4% |
| YTD | +2.8% | +3.9% | -1.0% | -3.3% |
| 1Y | +2.3% | +9.8% | -7.5% | -8.1% |
| All | +2.3% | +9.0% | -6.7% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling