-2.1%
BROS vs IRM
+201.5%
-203.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.9% |
| 7D | +6.3% | +6.8% | -0.5% | +2.7% |
| 30D | -8.3% | +2.6% | -11.0% | -8.6% |
| 3M | -29.8% | -9.5% | -20.3% | -26.0% |
| 6M | -25.8% | -8.5% | -17.3% | -22.4% |
| YTD | -41.4% | +40.3% | -81.6% | -50.9% |
| 1Y | -35.2% | +28.7% | -63.8% | -43.5% |
| 3Y | +32.8% | +111.8% | -79.1% | -19.4% |
| 5Y | -42.2% | +189.1% | -231.3% | -70.8% |
| All | -2.1% | +201.5% | -203.7% | -49.3% |
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