-99.1%
QID vs ITUB
+220.1%
-319.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.6% |
| 7D | +1.3% | +2.2% | -0.9% | +2.2% |
| 30D | +2.9% | +12.6% | -9.7% | +8.4% |
| 3M | -0.7% | +6.4% | -7.1% | +2.4% |
| 6M | -29.7% | +0.6% | -30.3% | -28.2% |
| YTD | -27.9% | +18.8% | -46.7% | -20.3% |
| 1Y | -34.6% | +31.0% | -65.6% | -24.3% |
| 3Y | -73.5% | +118.1% | -191.6% | -60.1% |
| 5Y | -81.0% | +193.0% | -274.0% | -65.0% |
| All | -99.1% | +220.1% | -319.2% | -98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling