+18.4%
BROS vs IAG
+744.1%
-725.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.1% |
| 7D | -6.1% | -4.1% | -2.0% | -5.5% |
| 30D | -12.4% | +10.6% | -23.0% | -13.6% |
| 3M | -27.9% | +35.4% | -63.3% | -31.2% |
| 6M | -16.8% | -9.5% | -7.3% | -16.7% |
| YTD | -29.0% | +21.8% | -50.9% | -32.0% |
| 1Y | -33.2% | +84.1% | -117.3% | -39.8% |
| 3Y | +56.8% | +817.4% | -760.6% | +9.1% |
| All | +18.4% | +744.1% | -725.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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