+265.9%
IONQ vs ITUB
+159.3%
+106.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.6% |
| 7D | +0.8% | +8.7% | -7.9% | -2.8% |
| 30D | -1.0% | -0.7% | -0.3% | -1.0% |
| 3M | -39.8% | +7.8% | -47.6% | -41.9% |
| 6M | +6.4% | -3.4% | +9.8% | +7.9% |
| YTD | -11.9% | +16.3% | -28.2% | -17.2% |
| 1Y | -6.2% | +29.8% | -36.0% | -15.6% |
| 3Y | +125.7% | +111.1% | +14.6% | +68.9% |
| 5Y | +296.0% | +173.6% | +122.4% | +168.1% |
| All | +265.9% | +159.3% | +106.7% | +151.1% |
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