+8,761.9%
BRO vs IRM
+9,623.5%
-861.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | -8.6% | -1.8% | -6.8% | -8.2% |
| 30D | -6.9% | -7.8% | +0.8% | -5.4% |
| 3M | +10.5% | -7.9% | +18.3% | +11.9% |
| 6M | -2.8% | +6.3% | -9.1% | -5.1% |
| YTD | -16.1% | +38.2% | -54.3% | -23.1% |
| 1Y | -27.6% | +19.8% | -47.4% | -31.7% |
| 3Y | -7.3% | +98.8% | -106.0% | -23.3% |
| 5Y | +19.0% | +191.8% | -172.8% | -10.5% |
| 10Y | +292.7% | +428.8% | -136.1% | +152.0% |
| All | +8,761.9% | +9,623.5% | -861.6% | +3,624.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling