-7.8%
BRO vs IRM
+102.2%
-110.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -7.3% | -1.4% | -5.9% | -7.2% |
| 30D | -6.9% | -7.4% | +0.5% | -6.2% |
| 3M | +10.7% | -7.4% | +18.0% | +11.2% |
| 6M | -2.7% | +8.7% | -11.4% | -5.2% |
| YTD | -16.3% | +40.9% | -57.3% | -22.5% |
| 1Y | -29.1% | +20.5% | -49.6% | -32.5% |
| 3Y | -7.8% | +101.7% | -109.5% | -23.6% |
| All | -7.8% | +102.2% | -110.0% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling