-100.0%
SQQQ vs ITUB
+170.6%
-270.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.5% | +5.0% |
| 7D | +4.1% | +1.0% | +3.1% | +4.7% |
| 30D | +4.6% | +10.7% | -6.1% | +11.8% |
| 3M | -10.4% | +10.1% | -20.5% | -3.9% |
| 6M | -42.1% | -0.1% | -42.0% | -40.3% |
| YTD | -40.3% | +18.4% | -58.8% | -30.4% |
| 1Y | -50.2% | +31.3% | -81.5% | -37.3% |
| 3Y | -89.4% | +124.6% | -214.0% | -79.4% |
| 5Y | -94.7% | +192.0% | -286.6% | -86.2% |
| 10Y | -100.0% | +216.0% | -315.9% | -99.8% |
| All | -100.0% | +170.6% | -270.6% | -100.0% |
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