-100.0%
QID vs ITUB
+412.4%
-512.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | -0.9% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +1.7% | +2.6% | -0.9% | +3.3% |
| 3M | -3.9% | +8.4% | -12.3% | +0.8% |
| 6M | -30.0% | -0.5% | -29.4% | -28.7% |
| YTD | -28.2% | +15.3% | -43.5% | -20.3% |
| 1Y | -35.6% | +28.7% | -64.4% | -23.8% |
| 3Y | -74.3% | +118.7% | -192.9% | -57.4% |
| 5Y | -80.8% | +182.7% | -263.5% | -60.5% |
| 10Y | -99.2% | +207.6% | -306.7% | -97.5% |
| All | -100.0% | +412.4% | -512.3% | -99.7% |
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