+149.8%
QQQM vs ITUB
+280.0%
-130.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.6% |
| 7D | -1.3% | +1.0% | -2.2% | -1.5% |
| 30D | -1.4% | +10.7% | -12.1% | -3.2% |
| 3M | +2.2% | +10.1% | -7.9% | +0.2% |
| 6M | +16.9% | -0.1% | +17.0% | +16.5% |
| YTD | +15.7% | +18.4% | -2.8% | +11.8% |
| 1Y | +22.7% | +31.3% | -8.6% | +16.3% |
| 3Y | +93.9% | +124.6% | -30.7% | +67.0% |
| 5Y | +94.6% | +192.0% | -97.4% | +58.6% |
| All | +149.8% | +280.0% | -130.2% | +91.6% |
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