-70.8%
QXO vs ITUB
+186.2%
-257.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -7.8% | +2.2% | -10.0% | -8.3% |
| 30D | -18.1% | +12.6% | -30.7% | -20.6% |
| 3M | -25.8% | +6.4% | -32.2% | -27.2% |
| 6M | -41.7% | +0.6% | -42.3% | -41.8% |
| YTD | -36.2% | +18.8% | -55.0% | -38.0% |
| 1Y | -42.1% | +31.0% | -73.1% | -44.6% |
| 3Y | -46.2% | +118.1% | -164.2% | -52.5% |
| All | -70.8% | +186.2% | -257.0% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling