+268.4%
IONQ vs BRO
+17.6%
+250.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -5.6% | -8.6% | +3.0% | -2.2% |
| 30D | -15.2% | -6.9% | -8.3% | -13.1% |
| 3M | -34.9% | +10.5% | -45.4% | -40.0% |
| 6M | +4.9% | -2.8% | +7.7% | +3.3% |
| YTD | -17.9% | -16.1% | -1.8% | -12.0% |
| 1Y | -16.0% | -27.6% | +11.6% | -0.9% |
| 3Y | +90.5% | -7.3% | +97.8% | +78.0% |
| 5Y | +268.4% | +19.0% | +249.4% | +173.0% |
| All | +268.4% | +17.6% | +250.8% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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