-50.2%
BROS vs IBB
+37.5%
-87.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -3.9% |
| 7D | -21.2% | -1.8% | -19.4% | -19.1% |
| 30D | -11.6% | +5.1% | -16.6% | -14.9% |
| 3M | -36.7% | +10.7% | -47.4% | -42.6% |
| 6M | -42.8% | +22.9% | -65.7% | -53.7% |
| YTD | -44.8% | +26.7% | -71.5% | -56.8% |
| 1Y | -36.5% | +35.1% | -71.7% | -53.6% |
| 3Y | +27.0% | +80.2% | -53.2% | -36.2% |
| All | -50.2% | +37.5% | -87.7% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling