+1,844.4%
ITUB vs IONS
+230.4%
+1,614.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +8.7% | -4.8% | +13.6% | +9.5% |
| 30D | -0.7% | +7.2% | -7.9% | -1.9% |
| 3M | +7.8% | -22.7% | +30.5% | +11.2% |
| 6M | -3.4% | -26.9% | +23.5% | +0.5% |
| YTD | +16.3% | -26.6% | +42.8% | +20.8% |
| 1Y | +29.8% | -2.1% | +32.0% | +28.4% |
| 3Y | +111.1% | +43.4% | +67.6% | +89.1% |
| 5Y | +173.6% | +47.0% | +126.6% | +137.6% |
| 10Y | +193.2% | +97.2% | +96.1% | +124.3% |
| All | +1,844.4% | +230.4% | +1,614.0% | +797.7% |
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 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