+22.6%
BROS vs IBN
+55.8%
-33.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.0% |
| 7D | -6.6% | -5.1% | -1.5% | -3.6% |
| 30D | -12.3% | -3.5% | -8.8% | -10.5% |
| 3M | -22.2% | +11.3% | -33.5% | -27.3% |
| 6M | -14.3% | +4.4% | -18.7% | -16.9% |
| YTD | -26.6% | -1.8% | -24.8% | -26.3% |
| 1Y | -31.5% | -8.0% | -23.5% | -28.9% |
| 3Y | +62.3% | +27.1% | +35.2% | +25.9% |
| All | +22.6% | +55.8% | -33.2% | -22.9% |
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