+65.6%
BROS vs IRM
+101.2%
-35.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -0.9% | +1.6% | -2.6% | -1.7% |
| 30D | -13.5% | -4.2% | -9.3% | -12.1% |
| 3M | -18.4% | -5.4% | -13.1% | -16.7% |
| 6M | -10.6% | +12.0% | -22.6% | -14.9% |
| YTD | -25.1% | +42.0% | -67.1% | -35.8% |
| 1Y | -28.6% | +29.9% | -58.5% | -37.3% |
| 3Y | +65.6% | +104.4% | -38.8% | +5.9% |
| All | +65.6% | +101.2% | -35.7% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling