-36.0%
SQQQ vs ITUB
+9.1%
-45.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -1.4% |
| 7D | +14.6% | -1.6% | +16.1% | +14.0% |
| 30D | +28.9% | -26.6% | +55.4% | +14.4% |
| 3M | +13.1% | -11.0% | +24.2% | +13.1% |
| 6M | -15.2% | -13.0% | -2.2% | -15.6% |
| YTD | -37.0% | +3.9% | -40.9% | -30.2% |
| 1Y | -36.0% | +9.8% | -45.7% | -22.7% |
| All | -36.0% | +9.1% | -45.0% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling