+36.2%
QCOM vs ITUB
+181.4%
-145.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.8% |
| 7D | +5.1% | +8.2% | -3.2% | +3.4% |
| 30D | +4.3% | +4.7% | -0.4% | +3.2% |
| 3M | -19.6% | +13.0% | -32.6% | -21.9% |
| 6M | +29.5% | +4.2% | +25.3% | +27.7% |
| YTD | +3.4% | +18.6% | -15.2% | -1.0% |
| 1Y | +10.9% | +31.3% | -20.3% | +3.8% |
| 3Y | +74.8% | +124.9% | -50.1% | +47.6% |
| 5Y | +36.2% | +195.6% | -159.4% | +12.8% |
| All | +36.2% | +181.4% | -145.2% | +12.8% |
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 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