+176.3%
ITUB vs IONS
-32.1%
+208.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.2% | +1.3% |
| 7D | +1.9% | -26.3% | +28.2% | +5.6% |
| 30D | -22.2% | -31.9% | +9.8% | -18.5% |
| 3M | +2.7% | -48.0% | +50.7% | +11.4% |
| 6M | -3.0% | -62.6% | +59.6% | +9.4% |
| YTD | +7.5% | -63.3% | +70.8% | +21.4% |
| 1Y | +10.5% | -58.4% | +68.9% | +22.4% |
| 3Y | +81.0% | -38.2% | +119.2% | +83.3% |
| 5Y | +181.8% | -11.1% | +192.9% | +160.3% |
| All | +176.3% | -32.1% | +208.4% | +164.7% |
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