+294.8%
IONQ vs BROS
+43.3%
+251.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +0.9% |
| 7D | +0.8% | -6.7% | +7.5% | +3.9% |
| 30D | -1.0% | -29.1% | +28.0% | +13.9% |
| 3M | -39.8% | -16.7% | -23.1% | -36.5% |
| 6M | +6.4% | -11.6% | +18.0% | +8.0% |
| YTD | -11.9% | -23.9% | +12.0% | -3.3% |
| 1Y | -6.2% | -34.8% | +28.6% | +8.3% |
| 3Y | +125.7% | +62.1% | +63.6% | +68.6% |
| All | +294.8% | +43.3% | +251.5% | +225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling