-5.3%
BRO vs IRM
+19.5%
-24.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.7% |
| 7D | +12.4% | +2.6% | +9.9% | +12.8% |
| 30D | +21.6% | +5.6% | +15.9% | +22.6% |
| 3M | +4.3% | -4.7% | +9.1% | +4.1% |
| 6M | +29.2% | -6.1% | +35.3% | +29.0% |
| YTD | -6.4% | +46.3% | -52.7% | -9.6% |
| 1Y | -5.3% | +18.7% | -24.0% | -7.3% |
| All | -5.3% | +19.5% | -24.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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