+2,328.1%
QQQ vs ITUB
+1,902.7%
+425.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.4% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -0.6% | +2.6% | -3.2% | -1.4% |
| 3M | +1.3% | +8.4% | -7.1% | -0.9% |
| 6M | +18.1% | -0.5% | +18.7% | +17.7% |
| YTD | +16.9% | +15.3% | +1.6% | +12.1% |
| 1Y | +24.0% | +28.7% | -4.7% | +15.6% |
| 3Y | +95.6% | +118.7% | -23.0% | +58.4% |
| 5Y | +94.5% | +182.7% | -88.2% | +43.4% |
| 10Y | +571.7% | +207.6% | +364.1% | +343.5% |
| All | +2,328.1% | +1,902.7% | +425.4% | +829.0% |
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