-20.3%
BROS vs IBB
+42.2%
-62.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.3% |
| 7D | +2.5% | +2.2% | +0.3% | +1.4% |
| 30D | +15.1% | +6.3% | +8.7% | +11.7% |
| 3M | -31.4% | +16.3% | -47.7% | -37.1% |
| 6M | -22.6% | +30.0% | -52.6% | -35.0% |
| YTD | -28.1% | +31.1% | -59.3% | -40.6% |
| 1Y | -20.3% | +42.0% | -62.2% | -39.4% |
| All | -20.3% | +42.2% | -62.5% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling