+3,458.4%
BRO vs IBN
+1,454.8%
+2,003.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -8.6% | -5.5% | -3.1% | -7.8% |
| 30D | -6.9% | -3.4% | -3.5% | -6.5% |
| 3M | +10.5% | +8.7% | +1.8% | +9.1% |
| 6M | -2.8% | +3.7% | -6.5% | -3.4% |
| YTD | -16.1% | -2.4% | -13.8% | -16.0% |
| 1Y | -27.6% | -8.1% | -19.5% | -26.9% |
| 3Y | -7.3% | +26.3% | -33.6% | -11.1% |
| 5Y | +19.0% | +54.9% | -35.9% | +10.6% |
| 10Y | +292.7% | +311.8% | -19.1% | +210.6% |
| All | +3,458.4% | +1,454.8% | +2,003.6% | +2,355.6% |
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