-43.2%
IONQ vs BROS
-40.0%
-3.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.3% | +25.7% | +24.2% |
| 7D | +8.6% | -21.2% | +29.8% | +17.1% |
| 30D | -21.1% | -11.6% | -9.5% | -18.4% |
| 3M | -17.9% | -36.7% | +18.8% | -4.7% |
| 6M | -37.9% | -42.8% | +4.9% | -27.4% |
| YTD | -27.3% | -44.8% | +17.5% | -20.1% |
| 1Y | -43.2% | -36.5% | -6.7% | -35.9% |
| All | -43.2% | -40.0% | -3.2% | -35.9% |
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 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