+41.9%
QLD vs ITUB
+30.7%
+11.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -1.1% |
| 7D | +3.0% | +8.2% | -5.3% | -0.8% |
| 30D | -1.8% | +4.7% | -6.5% | -4.0% |
| 3M | -1.8% | +13.0% | -14.8% | -7.9% |
| 6M | +36.9% | +4.2% | +32.7% | +33.3% |
| YTD | +28.7% | +18.6% | +10.1% | +20.2% |
| 1Y | +41.9% | +31.3% | +10.6% | +22.1% |
| All | +41.9% | +30.7% | +11.2% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling