+225.9%
IONQ vs BROS
+3.9%
+222.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.3% | +25.7% | +24.5% |
| 7D | +8.6% | -21.2% | +29.8% | +19.8% |
| 30D | -21.1% | -11.6% | -9.5% | -17.9% |
| 3M | -17.9% | -36.7% | +18.8% | -1.1% |
| 6M | -37.9% | -42.8% | +4.9% | -24.0% |
| YTD | -27.3% | -44.8% | +17.5% | -9.2% |
| 1Y | -43.2% | -36.5% | -6.7% | -34.3% |
| 3Y | +191.0% | +27.0% | +164.0% | +139.8% |
| 5Y | +69.3% | -50.3% | +119.6% | +65.4% |
| All | +225.9% | +3.9% | +222.0% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling