-46.7%
QS vs ITUB
+260.0%
-306.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | -3.6% | +2.2% | -5.9% | -4.6% |
| 30D | -17.2% | +12.6% | -29.9% | -21.9% |
| 3M | -27.0% | +6.4% | -33.4% | -29.6% |
| 6M | -24.6% | +0.6% | -25.2% | -25.2% |
| YTD | -49.3% | +18.8% | -68.2% | -53.3% |
| 1Y | -40.3% | +31.0% | -71.3% | -47.5% |
| 3Y | -23.8% | +118.1% | -141.9% | -48.3% |
| 5Y | -75.0% | +193.0% | -268.0% | -85.5% |
| All | -46.7% | +260.0% | -306.7% | -75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling