+25.1%
BROS vs IBB
+23.2%
+1.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | +0.5% |
| 7D | -0.9% | -1.7% | +0.7% | +0.6% |
| 30D | -13.5% | +4.9% | -18.3% | -17.6% |
| 3M | -18.4% | +24.2% | -42.7% | -34.5% |
| 6M | -10.6% | +23.8% | -34.4% | -28.3% |
| YTD | -25.1% | +23.0% | -48.0% | -39.6% |
| 1Y | -28.6% | +46.2% | -74.8% | -51.7% |
| 3Y | +65.6% | +64.8% | +0.8% | -6.2% |
| All | +25.1% | +23.2% | +1.9% | -0.6% |
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