-25.3%
QS vs ITUB
+120.1%
-145.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -2.2% |
| 7D | -5.0% | +1.0% | -5.9% | -5.4% |
| 30D | -18.3% | +10.7% | -29.0% | -22.7% |
| 3M | -26.0% | +10.1% | -36.1% | -30.4% |
| 6M | -24.0% | -0.1% | -23.9% | -24.5% |
| YTD | -50.3% | +18.4% | -68.7% | -54.3% |
| 1Y | -38.0% | +31.3% | -69.2% | -45.8% |
| All | -25.3% | +120.1% | -145.3% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling