-4.6%
BROS vs IBB
+29.6%
-34.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.2% |
| 7D | -20.4% | -1.4% | -19.1% | -18.6% |
| 30D | -6.1% | +6.8% | -12.9% | -10.6% |
| 3M | -29.4% | +9.2% | -38.6% | -34.9% |
| 6M | -31.5% | +28.3% | -59.9% | -46.6% |
| YTD | -42.8% | +29.4% | -72.2% | -55.8% |
| 1Y | -37.5% | +33.2% | -70.7% | -53.1% |
| 3Y | +27.2% | +90.2% | -63.0% | -38.3% |
| 5Y | -47.0% | +44.0% | -90.9% | -63.2% |
| All | -4.6% | +29.6% | -34.1% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling