-37.2%
QID vs ITUB
+30.8%
-67.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.7% |
| 7D | -0.6% | +8.7% | -9.3% | +3.4% |
| 30D | 0.0% | -0.7% | +0.7% | -0.5% |
| 3M | +3.7% | +7.8% | -4.1% | +8.2% |
| 6M | -29.9% | -3.4% | -26.4% | -29.2% |
| YTD | -28.8% | +16.3% | -45.1% | -23.1% |
| 1Y | -37.2% | +29.8% | -67.0% | -26.3% |
| All | -37.2% | +30.8% | -67.9% | -26.3% |
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