-36.2%
IONQ vs BROS
-34.1%
-2.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.6% | +1.7% | +6.0% |
| 7D | +25.5% | -17.9% | +43.4% | +33.9% |
| 30D | -11.4% | -5.4% | -6.0% | -10.2% |
| 3M | -20.5% | -32.1% | +11.6% | -9.1% |
| 6M | -28.2% | -31.7% | +3.5% | -23.5% |
| YTD | -21.2% | -41.2% | +19.9% | -13.8% |
| All | -36.2% | -34.1% | -2.1% | -30.0% |
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 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