+1,778.6%
BRO vs IBB
+546.5%
+1,232.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.4% | -3.7% |
| 7D | -5.4% | -1.7% | -3.7% | -4.7% |
| 30D | -4.3% | +4.9% | -9.2% | -6.2% |
| 3M | +17.8% | +24.2% | -6.4% | +7.9% |
| 6M | -6.8% | +23.8% | -30.6% | -14.9% |
| YTD | -13.8% | +23.0% | -36.8% | -21.3% |
| 1Y | -27.8% | +46.2% | -74.0% | -38.6% |
| 3Y | -4.7% | +64.8% | -69.5% | -23.8% |
| 5Y | +20.6% | +20.9% | -0.3% | +8.1% |
| 10Y | +293.7% | +121.6% | +172.2% | +170.8% |
| All | +1,778.6% | +546.5% | +1,232.1% | +585.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling