+285.2%
BRO vs IBB
+125.5%
+159.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -7.3% | -4.2% | -3.1% | -5.6% |
| 30D | -6.9% | +1.1% | -8.0% | -7.4% |
| 3M | +10.7% | +19.0% | -8.4% | +2.6% |
| 6M | -2.7% | +18.9% | -21.6% | -10.1% |
| YTD | -16.3% | +20.3% | -36.7% | -23.4% |
| 1Y | -29.1% | +41.5% | -70.6% | -39.8% |
| 3Y | -7.8% | +60.3% | -68.1% | -27.4% |
| 5Y | +18.7% | +18.7% | 0.0% | +5.6% |
| All | +285.2% | +125.5% | +159.7% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling