-81.0%
QID vs ITUB
+186.2%
-267.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.1% |
| 3M | -0.7% | +6.4% | -7.1% | +2.2% |
| 6M | -29.7% | +0.6% | -30.3% | -28.3% |
| YTD | -27.9% | +18.8% | -46.7% | -21.0% |
| 1Y | -34.6% | +31.0% | -65.6% | -25.1% |
| 3Y | -73.5% | +118.1% | -191.6% | -61.8% |
| All | -81.0% | +186.2% | -267.2% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling