-2.1%
BROS vs IBB
+26.2%
-28.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.9% |
| 7D | +6.3% | -0.5% | +6.8% | +6.9% |
| 30D | -8.3% | +4.6% | -12.9% | -11.0% |
| 3M | -29.8% | +6.8% | -36.6% | -33.9% |
| 6M | -25.8% | +23.1% | -48.9% | -39.8% |
| YTD | -41.4% | +26.0% | -67.4% | -53.6% |
| 1Y | -35.2% | +30.4% | -65.5% | -50.4% |
| 3Y | +32.8% | +85.4% | -52.7% | -34.1% |
| 5Y | -42.2% | +39.7% | -81.9% | -58.8% |
| All | -2.1% | +26.2% | -28.4% | -23.6% |
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