+18.4%
BROS vs IRM
+197.0%
-178.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.4% |
| 7D | -6.1% | -1.8% | -4.2% | -5.2% |
| 30D | -12.4% | -7.8% | -4.6% | -9.0% |
| 3M | -27.9% | -7.9% | -20.1% | -25.1% |
| 6M | -16.8% | +6.3% | -23.1% | -19.8% |
| YTD | -29.0% | +38.2% | -67.2% | -40.6% |
| 1Y | -33.2% | +19.8% | -53.0% | -40.4% |
| 3Y | +56.8% | +98.8% | -42.0% | -2.1% |
| All | +18.4% | +197.0% | -178.5% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling