-44.7%
IONQ vs BROS
-18.6%
-26.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -8.9% | +2.5% | -11.4% | -9.7% |
| 30D | -31.3% | +15.1% | -46.3% | -34.5% |
| 3M | -29.2% | -31.4% | +2.2% | -20.2% |
| 6M | -35.4% | -22.6% | -12.8% | -32.1% |
| YTD | -34.2% | -28.1% | -6.0% | -33.7% |
| 1Y | -44.7% | -20.3% | -24.4% | -42.6% |
| All | -44.7% | -18.6% | -26.0% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling