+146.0%
QLD vs ITUB
+81.0%
+65.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.6% | -3.3% |
| 7D | +7.0% | +1.9% | +5.1% | +6.3% |
| 30D | -14.3% | -22.2% | +7.9% | -7.3% |
| 3M | -16.0% | +2.7% | -18.7% | -20.7% |
| 6M | -14.2% | -3.0% | -11.3% | -17.1% |
| YTD | +12.8% | +7.5% | +5.2% | +3.8% |
| 1Y | +14.1% | +10.5% | +3.6% | +3.2% |
| 3Y | +146.0% | +81.0% | +65.0% | +69.2% |
| All | +146.0% | +81.0% | +65.0% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling