+1,659.7%
ITUB vs IONS
+55.3%
+1,604.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -1.8% |
| 7D | +1.1% | -29.6% | +30.7% | +6.2% |
| 30D | -25.4% | -35.6% | +10.1% | -20.7% |
| 3M | -0.3% | -51.7% | +51.4% | +10.9% |
| 6M | -8.0% | -64.0% | +56.0% | +6.2% |
| YTD | +5.2% | -65.5% | +70.7% | +22.2% |
| 1Y | +7.4% | -62.4% | +69.8% | +22.9% |
| 3Y | +74.5% | -41.1% | +115.6% | +79.3% |
| 5Y | +175.8% | -16.5% | +192.3% | +160.2% |
| 10Y | +164.4% | -35.8% | +200.3% | +143.6% |
| All | +1,659.7% | +55.3% | +1,604.4% | +807.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling