+1,418.0%
QLD vs ITUB
+143.4%
+1,274.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +5.9% |
| 7D | -1.4% | +5.5% | -6.9% | -3.5% |
| 30D | -19.6% | -25.6% | +6.0% | -10.5% |
| 3M | -14.1% | -4.7% | -9.5% | -14.8% |
| 6M | -13.6% | -8.6% | -5.0% | -13.0% |
| YTD | +12.5% | +7.9% | +4.6% | +5.4% |
| 1Y | +13.1% | +11.2% | +2.0% | +4.3% |
| 3Y | +154.7% | +82.6% | +72.1% | +87.8% |
| 5Y | +81.1% | +192.7% | -111.6% | +4.7% |
| 10Y | +1,418.0% | +144.7% | +1,273.3% | +837.1% |
| All | +1,418.0% | +143.4% | +1,274.6% | +837.1% |
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