+25.1%
BROS vs IWD
+76.2%
-51.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.1% |
| 7D | -0.9% | -0.2% | -0.8% | -0.7% |
| 30D | -13.5% | -0.8% | -12.7% | -12.3% |
| 3M | -18.4% | +8.0% | -26.5% | -28.6% |
| 6M | -10.6% | +18.2% | -28.8% | -32.5% |
| YTD | -25.1% | +22.3% | -47.4% | -46.5% |
| 1Y | -28.6% | +28.9% | -57.5% | -53.1% |
| 3Y | +65.6% | +71.5% | -6.0% | -32.1% |
| All | +25.1% | +76.2% | -51.1% | -43.4% |
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