+215.4%
IONQ vs ITUB
+140.4%
+75.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -3.5% |
| 7D | +15.3% | +3.7% | +11.6% | +13.8% |
| 30D | -6.1% | -24.9% | +18.8% | +3.9% |
| 3M | -21.6% | +0.8% | -22.4% | -23.9% |
| 6M | -40.1% | -6.6% | -33.5% | -40.1% |
| YTD | -24.1% | +7.8% | -31.9% | -28.2% |
| 1Y | -37.4% | +7.4% | -44.8% | -40.7% |
| 3Y | +219.5% | +78.8% | +140.7% | +147.8% |
| 5Y | +76.9% | +179.9% | -103.0% | +20.2% |
| All | +215.4% | +140.4% | +75.0% | +117.8% |
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