-100.0%
SQQQ vs ITUB
+220.1%
-320.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.4% |
| 7D | +1.8% | +2.2% | -0.4% | +3.2% |
| 30D | +4.2% | +12.6% | -8.5% | +12.4% |
| 3M | -3.3% | +6.4% | -9.7% | +1.2% |
| 6M | -43.6% | +0.6% | -44.2% | -41.7% |
| YTD | -41.9% | +18.8% | -60.7% | -32.2% |
| 1Y | -50.6% | +31.0% | -81.6% | -38.2% |
| 3Y | -89.3% | +118.1% | -207.4% | -79.9% |
| 5Y | -94.8% | +193.0% | -287.8% | -86.7% |
| All | -100.0% | +220.1% | -320.1% | -99.9% |
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