-42.6%
BROS vs IAG
+421.7%
-464.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +6.3% |
| 7D | +6.3% | -7.7% | +14.0% | +7.6% |
| 30D | -8.3% | +1.6% | -9.9% | -8.8% |
| 3M | -29.8% | -2.4% | -27.4% | -29.9% |
| 6M | -25.8% | -7.8% | -18.0% | -25.9% |
| YTD | -41.4% | +5.0% | -46.4% | -43.2% |
| 1Y | -35.2% | +25.7% | -60.9% | -39.1% |
| 3Y | +32.8% | +694.5% | -661.7% | -13.3% |
| All | -42.6% | +421.7% | -464.3% | -61.6% |
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