+179.9%
ITUB vs IONS
-14.9%
+194.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +3.7% | -29.4% | +33.1% | +6.5% |
| 30D | -24.9% | -35.1% | +10.2% | -22.3% |
| 3M | +0.8% | -48.9% | +49.7% | +6.5% |
| 6M | -6.6% | -62.4% | +55.8% | +1.0% |
| YTD | +7.8% | -64.2% | +72.0% | +17.2% |
| 1Y | +7.4% | -60.9% | +68.3% | +15.7% |
| 3Y | +78.8% | -38.9% | +117.7% | +79.7% |
| 5Y | +179.9% | -15.6% | +195.5% | +168.4% |
| All | +179.9% | -14.9% | +194.8% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling