+27.0%
BROS vs IBN
+62.6%
-35.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.2% |
| 7D | -6.7% | +1.4% | -8.1% | -7.4% |
| 30D | -29.1% | -0.3% | -28.7% | -29.0% |
| 3M | -16.7% | +17.1% | -33.8% | -24.5% |
| 6M | -11.6% | +3.4% | -15.0% | -13.8% |
| YTD | -23.9% | +2.5% | -26.4% | -25.6% |
| 1Y | -34.8% | -4.2% | -30.6% | -34.0% |
| 3Y | +62.1% | +32.4% | +29.7% | +22.8% |
| All | +27.0% | +62.6% | -35.6% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling