+141.8%
BRKR vs IBN
+1,747.8%
-1,606.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.7% |
| 7D | -8.7% | -3.0% | -5.7% | -7.9% |
| 30D | -9.9% | -1.5% | -8.3% | -9.5% |
| 3M | -3.1% | +7.9% | -11.0% | -5.0% |
| 6M | +45.5% | +8.6% | +36.9% | +42.5% |
| YTD | +13.7% | -0.6% | +14.2% | +13.7% |
| 1Y | +67.4% | -7.3% | +74.8% | +70.2% |
| 3Y | -13.2% | +26.2% | -39.4% | -19.4% |
| 5Y | -39.5% | +57.8% | -97.3% | -47.4% |
| 10Y | +153.5% | +319.5% | -166.0% | +62.4% |
| All | +141.8% | +1,747.8% | -1,606.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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