-8.4%
QXO vs ITUB
+184.0%
-192.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -7.8% | +2.2% | -10.0% | -8.1% |
| 30D | -18.1% | +12.6% | -30.7% | -19.3% |
| 3M | -25.8% | +6.4% | -32.2% | -26.4% |
| 6M | -41.7% | +0.6% | -42.3% | -41.7% |
| YTD | -36.2% | +18.8% | -55.0% | -37.2% |
| 1Y | -42.1% | +31.0% | -73.1% | -43.6% |
| 3Y | -46.2% | +118.1% | -164.2% | -50.3% |
| 5Y | -70.7% | +193.0% | -263.8% | -74.0% |
| 10Y | +36.5% | +217.1% | -180.6% | +18.6% |
| All | -8.4% | +184.0% | -192.4% | -32.1% |
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 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