+1,440.9%
QCOM vs ITUB
+1,920.1%
-479.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +3.3% | +8.7% | -5.4% | +1.1% |
| 30D | +7.7% | -0.7% | +8.4% | +7.7% |
| 3M | -30.1% | +7.8% | -37.8% | -31.7% |
| 6M | +22.8% | -3.4% | +26.3% | +23.1% |
| YTD | +0.2% | +16.3% | -16.1% | -4.7% |
| 1Y | +7.9% | +29.8% | -22.0% | -0.4% |
| 3Y | +55.8% | +111.1% | -55.2% | +25.3% |
| 5Y | +30.1% | +173.6% | -143.5% | -5.7% |
| 10Y | +248.9% | +193.2% | +55.6% | +127.5% |
| All | +1,440.9% | +1,920.1% | -479.2% | +434.4% |
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