+3.2%
QCOM vs ITUB
+8.1%
-4.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +1.5% |
| 7D | +5.5% | +4.9% | +0.7% | +5.0% |
| 30D | -1.1% | -27.2% | +26.1% | +1.3% |
| 3M | +7.6% | -6.1% | +13.7% | +6.1% |
| 6M | -20.1% | -10.7% | -9.4% | -20.7% |
| YTD | +3.0% | +5.5% | -2.5% | -2.8% |
| 1Y | +3.2% | +7.8% | -4.6% | -3.1% |
| All | +3.2% | +8.1% | -4.9% | -3.1% |
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