-43.5%
QS vs ITUB
+259.2%
-302.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.1% |
| 7D | +2.2% | +8.2% | -6.1% | -1.7% |
| 30D | -8.1% | +4.7% | -12.8% | -10.3% |
| 3M | -27.0% | +13.0% | -40.0% | -31.8% |
| 6M | -16.4% | +4.2% | -20.6% | -18.5% |
| YTD | -46.4% | +18.6% | -64.9% | -50.5% |
| 1Y | -41.1% | +31.3% | -72.3% | -48.2% |
| 3Y | -18.6% | +124.9% | -143.5% | -45.5% |
| 5Y | -73.0% | +195.6% | -268.7% | -84.5% |
| All | -43.5% | +259.2% | -302.7% | -73.6% |
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