-39.1%
BROS vs IRE
-97.5%
+58.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.1% | -12.9% | -1.3% |
| 7D | -20.4% | -15.1% | -5.3% | -20.1% |
| 30D | -6.1% | -71.4% | +65.3% | -3.2% |
| 3M | -29.4% | -81.2% | +51.8% | -26.6% |
| 6M | -31.5% | -93.7% | +62.2% | -26.9% |
| YTD | -42.8% | -92.2% | +49.4% | -40.6% |
| 1Y | -37.5% | -97.3% | +59.8% | -33.2% |
| All | -39.1% | -97.5% | +58.4% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling