+19.7%
BROS vs IBN
+57.8%
-38.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | -0.1% |
| 7D | -5.8% | -3.0% | -2.8% | -4.0% |
| 30D | -14.0% | -1.5% | -12.4% | -13.3% |
| 3M | -32.5% | +7.9% | -40.4% | -35.8% |
| 6M | -14.9% | +8.6% | -23.5% | -19.4% |
| YTD | -28.3% | -0.6% | -27.7% | -28.6% |
| 1Y | -34.0% | -7.3% | -26.7% | -31.8% |
| 3Y | +63.0% | +26.2% | +36.7% | +27.8% |
| All | +19.7% | +57.8% | -38.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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