+63.0%
BROS vs IFF
+29.0%
+34.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -5.8% | -3.2% | -2.6% | -4.3% |
| 30D | -14.0% | -0.3% | -13.7% | -13.8% |
| 3M | -32.5% | +8.4% | -40.9% | -34.6% |
| 6M | -14.9% | +23.0% | -37.9% | -22.3% |
| YTD | -28.3% | +25.5% | -53.8% | -35.7% |
| 1Y | -34.0% | +29.1% | -63.0% | -41.7% |
| 3Y | +63.0% | +31.7% | +31.3% | +39.4% |
| All | +63.0% | +29.0% | +34.0% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling