+304.7%
IONQ vs ITUB
+181.4%
+123.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.4% |
| 7D | +7.1% | +8.2% | -1.1% | +2.9% |
| 30D | -8.9% | +4.7% | -13.6% | -11.2% |
| 3M | -35.6% | +13.0% | -48.6% | -39.7% |
| 6M | +13.3% | +4.2% | +9.1% | +10.9% |
| YTD | -9.8% | +18.6% | -28.4% | -17.2% |
| 1Y | -1.3% | +31.3% | -32.6% | -13.9% |
| 3Y | +109.3% | +124.9% | -15.6% | +41.6% |
| 5Y | +304.7% | +195.6% | +109.1% | +130.4% |
| All | +304.7% | +181.4% | +123.3% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling