+7,443.4%
QLD vs ITUB
+405.8%
+7,037.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.2% | +1.8% |
| 7D | -10.3% | +3.7% | -14.0% | -12.0% |
| 30D | -26.1% | -24.1% | -2.0% | -16.5% |
| 3M | -17.8% | -9.6% | -8.2% | -16.4% |
| 6M | -15.6% | -11.5% | -4.0% | -13.4% |
| YTD | +5.4% | +5.5% | -0.1% | -1.9% |
| 1Y | +5.2% | +9.9% | -4.6% | -4.4% |
| 3Y | +139.4% | +84.8% | +54.7% | +62.2% |
| 5Y | +66.7% | +182.6% | -115.9% | -14.9% |
| 10Y | +1,422.1% | +141.7% | +1,280.4% | +617.2% |
| All | +7,443.4% | +405.8% | +7,037.6% | +1,452.4% |
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