+133.1%
QSR vs ITUB
+220.1%
-87.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -4.0% | +2.2% | -6.2% | -4.5% |
| 30D | +2.8% | +12.6% | -9.9% | -0.2% |
| 3M | +5.1% | +6.4% | -1.3% | +3.2% |
| 6M | +8.8% | +0.6% | +8.2% | +7.9% |
| YTD | +14.8% | +18.8% | -4.0% | +8.8% |
| 1Y | +25.7% | +31.0% | -5.3% | +15.8% |
| 3Y | +27.5% | +118.1% | -90.5% | +1.1% |
| 5Y | +41.3% | +193.0% | -151.8% | -0.6% |
| All | +133.1% | +220.1% | -87.0% | +50.2% |
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