+285.2%
BRO vs IRM
+440.8%
-155.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.7% |
| 7D | -7.3% | -1.4% | -5.9% | -7.0% |
| 30D | -6.9% | -7.4% | +0.5% | -5.2% |
| 3M | +10.7% | -7.4% | +18.0% | +12.2% |
| 6M | -2.7% | +8.7% | -11.4% | -6.4% |
| YTD | -16.3% | +40.9% | -57.3% | -25.8% |
| 1Y | -29.1% | +20.5% | -49.6% | -34.4% |
| 3Y | -7.8% | +101.7% | -109.5% | -29.9% |
| 5Y | +18.7% | +197.7% | -178.9% | -21.9% |
| All | +285.2% | +440.8% | -155.6% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling