-41.3%
BROS vs IRE
-97.2%
+56.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +39.6% | -41.9% | -3.9% |
| 7D | -21.2% | -27.2% | +5.9% | -20.7% |
| 30D | -11.6% | -75.1% | +63.6% | -8.4% |
| 3M | -36.7% | -77.9% | +41.2% | -34.5% |
| 6M | -42.8% | -94.6% | +51.8% | -38.6% |
| YTD | -44.8% | -91.5% | +46.7% | -42.8% |
| 1Y | -36.5% | -97.8% | +61.3% | -31.4% |
| All | -41.3% | -97.2% | +56.0% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling