+304.3%
IONQ vs BROS
+41.2%
+263.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.1% |
| 7D | +7.1% | -0.9% | +8.0% | +7.4% |
| 30D | -8.9% | -13.5% | +4.5% | -3.1% |
| 3M | -35.6% | -18.4% | -17.1% | -31.4% |
| 6M | +13.3% | -10.6% | +23.8% | +14.4% |
| YTD | -9.8% | -25.1% | +15.3% | -0.3% |
| 1Y | -1.3% | -28.6% | +27.3% | +9.2% |
| 3Y | +109.3% | +65.6% | +43.7% | +54.8% |
| All | +304.3% | +41.2% | +263.1% | +235.9% |
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