-29.1%
BRO vs IBB
+44.5%
-73.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -7.3% | -4.2% | -3.1% | -7.2% |
| 30D | -6.9% | +1.1% | -8.0% | -6.8% |
| 3M | +10.7% | +19.0% | -8.4% | +11.6% |
| 6M | -2.7% | +18.9% | -21.6% | -2.1% |
| YTD | -16.3% | +20.3% | -36.7% | -15.8% |
| 1Y | -29.1% | +41.5% | -70.6% | -29.8% |
| All | -29.1% | +44.5% | -73.6% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling