-20.3%
BROS vs IRE
-97.6%
+77.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -23.2% | +24.2% | +1.6% |
| 7D | +2.5% | -46.8% | +49.3% | +4.1% |
| 30D | +15.1% | -75.5% | +90.6% | +19.3% |
| 3M | -31.4% | -79.4% | +48.0% | -28.8% |
| 6M | -22.6% | -91.3% | +68.7% | -18.3% |
| YTD | -28.1% | -90.8% | +62.7% | -25.6% |
| 1Y | -20.3% | -97.7% | +77.5% | -14.9% |
| All | -20.3% | -97.6% | +77.3% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling