-22.0%
BRO vs IRE
-82.8%
+60.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.2% | -14.8% | -4.1% |
| 7D | -5.4% | +58.9% | -64.3% | -3.2% |
| 30D | -4.3% | +17.2% | -21.5% | -3.0% |
| 3M | +17.8% | -58.6% | +76.4% | +18.4% |
| 6M | -6.8% | -23.5% | +16.7% | -3.3% |
| YTD | -13.8% | -47.4% | +33.6% | -11.2% |
| All | -22.0% | -82.8% | +60.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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