-1.8%
BROS vs IWD
+81.8%
-83.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.6% | +3.2% |
| 7D | -17.9% | +1.3% | -19.2% | -18.7% |
| 30D | -5.4% | +3.6% | -8.9% | -9.7% |
| 3M | -32.1% | +2.3% | -34.4% | -33.9% |
| 6M | -31.7% | +13.0% | -44.7% | -44.1% |
| YTD | -41.2% | +26.2% | -67.4% | -59.7% |
| 1Y | -32.6% | +30.5% | -63.1% | -56.2% |
| 3Y | +32.7% | +86.2% | -53.5% | -52.2% |
| 5Y | -44.2% | +72.9% | -117.1% | -77.2% |
| All | -1.8% | +81.8% | -83.6% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling