-73.0%
QID vs ITUB
+120.1%
-193.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +3.6% |
| 7D | +2.7% | +1.0% | +1.8% | +3.2% |
| 30D | +3.3% | +10.7% | -7.4% | +8.6% |
| 3M | -5.5% | +10.1% | -15.6% | -0.5% |
| 6M | -28.4% | -0.1% | -28.3% | -27.0% |
| YTD | -26.6% | +18.4% | -45.0% | -18.2% |
| 1Y | -34.1% | +31.3% | -65.4% | -22.2% |
| All | -73.0% | +120.1% | -193.1% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling