+1,484.6%
QCOM vs ITUB
+1,733.1%
-248.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +1.8% |
| 7D | +5.5% | +4.9% | +0.7% | +4.3% |
| 30D | -1.1% | -27.2% | +26.1% | +6.4% |
| 3M | +7.6% | -6.1% | +13.7% | +7.8% |
| 6M | -20.1% | -10.7% | -9.4% | -19.2% |
| YTD | +3.0% | +5.5% | -2.5% | -0.8% |
| 1Y | +3.2% | +7.8% | -4.6% | -1.3% |
| 3Y | +48.9% | +75.0% | -26.1% | +24.0% |
| 5Y | +21.1% | +178.6% | -157.5% | -13.3% |
| 10Y | +242.8% | +162.9% | +79.9% | +127.7% |
| All | +1,484.6% | +1,733.1% | -248.5% | +456.0% |
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