+27.0%
BROS vs IRM
+207.4%
-180.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.1% |
| 7D | -6.7% | -0.5% | -6.2% | -6.5% |
| 30D | -29.1% | -8.1% | -21.0% | -26.0% |
| 3M | -16.7% | -9.7% | -7.0% | -12.7% |
| 6M | -11.6% | +10.0% | -21.6% | -16.2% |
| YTD | -23.9% | +43.0% | -66.9% | -37.3% |
| 1Y | -34.8% | +32.7% | -67.5% | -45.0% |
| 3Y | +62.1% | +102.7% | -40.6% | +0.3% |
| All | +27.0% | +207.4% | -180.4% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling