-1.8%
BROS vs IBB
+30.4%
-32.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.8% | +3.9% | +4.1% |
| 7D | -17.9% | +2.7% | -20.6% | -19.0% |
| 30D | -5.4% | +6.3% | -11.7% | -9.6% |
| 3M | -32.1% | +11.1% | -43.1% | -38.4% |
| 6M | -31.7% | +29.2% | -60.9% | -47.1% |
| YTD | -41.2% | +30.2% | -71.4% | -54.8% |
| 1Y | -32.6% | +39.5% | -72.1% | -51.7% |
| 3Y | +32.7% | +92.3% | -59.7% | -36.4% |
| 5Y | -44.2% | +43.0% | -87.2% | -61.2% |
| All | -1.8% | +30.4% | -32.3% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling