+167.4%
IONQ vs ITUB
+139.7%
+27.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.6% | -7.3% |
| 7D | -11.5% | +1.9% | -13.4% | -12.1% |
| 30D | -8.1% | -22.2% | +14.1% | +0.1% |
| 3M | -35.8% | +2.7% | -38.5% | -38.1% |
| 6M | -47.7% | -3.0% | -44.8% | -48.6% |
| YTD | -35.6% | +7.5% | -43.2% | -39.0% |
| 1Y | -36.4% | +10.5% | -46.9% | -40.5% |
| 3Y | +150.0% | +81.0% | +69.0% | +93.3% |
| 5Y | +43.3% | +181.8% | -138.5% | -2.5% |
| All | +167.4% | +139.7% | +27.7% | +84.9% |
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