+202.0%
IONQ vs ITUB
+135.3%
+66.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.4% | +22.0% | +22.9% |
| 7D | +8.6% | +3.7% | +4.9% | +7.1% |
| 30D | -21.1% | -24.1% | +3.0% | -13.1% |
| 3M | -17.9% | -9.6% | -8.3% | -16.8% |
| 6M | -37.9% | -11.5% | -26.4% | -36.6% |
| YTD | -27.3% | +5.5% | -32.8% | -30.7% |
| 1Y | -43.2% | +9.9% | -53.1% | -46.7% |
| 3Y | +191.0% | +84.8% | +106.2% | +123.5% |
| 5Y | +69.3% | +182.6% | -113.4% | +16.1% |
| All | +202.0% | +135.3% | +66.8% | +110.3% |
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