+150.0%
IONQ vs BROS
+30.6%
+119.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.5% | -12.9% | -9.7% |
| 7D | -11.5% | +6.3% | -17.8% | -14.3% |
| 30D | -8.1% | -8.3% | +0.3% | -5.3% |
| 3M | -35.8% | -29.8% | -6.0% | -24.8% |
| 6M | -47.7% | -25.8% | -21.9% | -43.3% |
| YTD | -35.6% | -41.4% | +5.7% | -20.3% |
| 1Y | -36.4% | -35.2% | -1.2% | -26.4% |
| 3Y | +150.0% | +32.8% | +117.3% | +80.2% |
| All | +150.0% | +30.6% | +119.5% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling