-42.6%
BROS vs IBN
+73.5%
-116.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.3% |
| 7D | +6.3% | +1.9% | +4.4% | +5.3% |
| 30D | -8.3% | +22.1% | -30.5% | -19.1% |
| 3M | -29.8% | +17.1% | -46.9% | -36.5% |
| 6M | -25.8% | +35.5% | -61.4% | -38.8% |
| YTD | -41.4% | +16.8% | -58.2% | -47.2% |
| 1Y | -35.2% | +12.4% | -47.6% | -40.3% |
| 3Y | +32.8% | +58.0% | -25.3% | -11.8% |
| All | -42.6% | +73.5% | -116.1% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling