+9.8%
ITUB vs IONS
-44.5%
+54.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.3% |
| 7D | -1.6% | -10.6% | +9.0% | -0.8% |
| 30D | -26.6% | -7.7% | -18.9% | -26.2% |
| 3M | -11.1% | -27.1% | +16.0% | -8.7% |
| 6M | -13.1% | -46.8% | +33.7% | -10.2% |
| YTD | +3.9% | -49.2% | +53.1% | +8.8% |
| 1Y | +9.8% | -44.9% | +54.7% | +13.5% |
| All | +9.8% | -44.5% | +54.3% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 1y: compounded portfolio wealth divided by compounded IONS 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…
1y analysis · Full analysis span regression · 6 months rolling