-20.3%
BROS vs IWD
+33.0%
-53.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -3.2% |
| 7D | +2.5% | +2.5% | -0.1% | -1.6% |
| 30D | +15.1% | +6.0% | +9.1% | +4.6% |
| 3M | -31.4% | +3.8% | -35.1% | -35.4% |
| 6M | -22.6% | +16.3% | -38.9% | -42.1% |
| YTD | -28.1% | +27.5% | -55.6% | -55.7% |
| 1Y | -20.3% | +32.8% | -53.1% | -56.6% |
| All | -20.3% | +33.0% | -53.3% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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