+207.1%
ITUB vs IONS
+92.6%
+114.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | +1.0% | -4.3% | +5.2% | +1.5% |
| 30D | +10.7% | +0.4% | +10.3% | +10.6% |
| 3M | +10.1% | -24.1% | +34.2% | +13.1% |
| 6M | -0.1% | -26.4% | +26.3% | +3.0% |
| YTD | +18.4% | -29.7% | +48.1% | +22.8% |
| 1Y | +31.3% | -13.0% | +44.3% | +32.2% |
| 3Y | +124.6% | +35.0% | +89.6% | +106.4% |
| 5Y | +192.0% | +54.2% | +137.8% | +156.9% |
| All | +207.1% | +92.6% | +114.4% | +181.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling