+22.6%
BROS vs IAG
+763.0%
-740.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.3% |
| 7D | -6.6% | +1.7% | -8.3% | -6.8% |
| 30D | -12.3% | +11.4% | -23.8% | -13.7% |
| 3M | -22.2% | +33.0% | -55.2% | -25.5% |
| 6M | -14.3% | -6.0% | -8.3% | -14.6% |
| YTD | -26.6% | +24.6% | -51.1% | -29.9% |
| 1Y | -31.5% | +105.0% | -136.5% | -39.2% |
| 3Y | +62.3% | +837.9% | -775.6% | +12.6% |
| All | +22.6% | +763.0% | -740.5% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling