+1,646.5%
QLD vs ITUB
+192.5%
+1,453.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -1.0% |
| 7D | +3.0% | +8.2% | -5.3% | -0.5% |
| 30D | -1.8% | +4.7% | -6.5% | -4.0% |
| 3M | -1.8% | +13.0% | -14.8% | -7.2% |
| 6M | +36.9% | +4.2% | +32.7% | +33.9% |
| YTD | +28.7% | +18.6% | +10.1% | +18.8% |
| 1Y | +41.9% | +31.3% | +10.6% | +25.1% |
| 3Y | +184.2% | +124.9% | +59.3% | +96.7% |
| 5Y | +122.1% | +195.6% | -73.5% | +30.4% |
| 10Y | +1,646.5% | +196.4% | +1,450.1% | +870.3% |
| All | +1,646.5% | +192.5% | +1,453.9% | +870.3% |
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 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