-34.8%
BROS vs IWD
+30.5%
-65.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.9% |
| 7D | -6.7% | -0.3% | -6.4% | -6.3% |
| 30D | -29.1% | +0.6% | -29.7% | -29.8% |
| 3M | -16.7% | +7.2% | -23.9% | -27.1% |
| 6M | -11.6% | +16.2% | -27.8% | -35.2% |
| YTD | -23.9% | +23.3% | -47.3% | -50.4% |
| 1Y | -34.8% | +29.6% | -64.4% | -63.4% |
| All | -34.8% | +30.5% | -65.3% | -63.4% |
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