+281.8%
QCOM vs ITUB
+197.6%
+84.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +2.0% |
| 7D | +4.4% | 0.0% | +4.4% | +4.3% |
| 30D | +9.4% | +2.6% | +6.8% | +8.6% |
| 3M | -13.7% | +8.4% | -22.1% | -15.6% |
| 6M | +28.9% | -0.5% | +29.4% | +28.2% |
| YTD | +4.7% | +15.3% | -10.5% | +0.1% |
| 1Y | +13.5% | +28.7% | -15.2% | +5.4% |
| 3Y | +77.1% | +118.7% | -41.6% | +43.2% |
| 5Y | +38.9% | +182.7% | -143.8% | +2.2% |
| 10Y | +281.8% | +207.6% | +74.2% | +177.7% |
| All | +281.8% | +197.6% | +84.2% | +177.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling