+9,127.5%
QLD vs ITUB
+457.4%
+8,670.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +0.6% | +8.7% | -8.1% | -3.8% |
| 30D | -0.1% | -0.7% | +0.6% | -0.1% |
| 3M | -8.4% | +7.8% | -16.2% | -12.3% |
| 6M | +32.2% | -3.4% | +35.6% | +33.6% |
| YTD | +28.9% | +16.3% | +12.6% | +17.8% |
| 1Y | +43.8% | +29.8% | +14.0% | +23.6% |
| 3Y | +176.6% | +111.1% | +65.5% | +80.2% |
| 5Y | +121.6% | +173.6% | -52.0% | +17.8% |
| 10Y | +1,652.9% | +193.2% | +1,459.7% | +664.5% |
| All | +9,127.5% | +457.4% | +8,670.1% | +1,763.9% |
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