-31.5%
BROS vs IBB
+44.4%
-75.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -6.6% | -3.9% | -2.7% | -4.5% |
| 30D | -12.3% | +2.7% | -15.1% | -13.9% |
| 3M | -22.2% | +21.4% | -43.6% | -32.3% |
| 6M | -14.3% | +20.1% | -34.4% | -24.9% |
| YTD | -26.6% | +21.9% | -48.4% | -36.8% |
| 1Y | -31.5% | +44.1% | -75.6% | -47.1% |
| All | -31.5% | +44.4% | -75.9% | -47.1% |
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