-33.2%
BROS vs IRM
+20.9%
-54.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.7% |
| 7D | -6.1% | -1.8% | -4.2% | -5.5% |
| 30D | -12.4% | -7.8% | -4.6% | -10.1% |
| 3M | -27.9% | -7.9% | -20.1% | -25.9% |
| 6M | -16.8% | +6.3% | -23.1% | -17.9% |
| YTD | -29.0% | +38.2% | -67.2% | -34.0% |
| 1Y | -33.2% | +19.8% | -53.0% | -36.8% |
| All | -33.2% | +20.9% | -54.1% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling