-35.2%
BROS vs IRE
-97.6%
+62.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -14.4% | +20.9% | +7.0% |
| 7D | +6.3% | -31.8% | +38.1% | +7.7% |
| 30D | -8.3% | -71.8% | +63.4% | -5.4% |
| 3M | -29.8% | -88.9% | +59.1% | -25.8% |
| 6M | -25.8% | -95.4% | +69.5% | -20.1% |
| YTD | -41.4% | -94.2% | +52.9% | -37.5% |
| 1Y | -35.2% | -97.1% | +61.9% | -31.6% |
| All | -35.2% | -97.6% | +62.4% | -31.6% |
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