+27.0%
BROS vs IWD
+78.7%
-51.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -1.7% |
| 7D | -21.2% | -0.5% | -20.8% | -19.7% |
| 30D | -11.6% | +2.7% | -14.2% | -14.1% |
| 3M | -36.7% | +0.9% | -37.6% | -36.8% |
| 6M | -42.8% | +10.5% | -53.4% | -50.9% |
| YTD | -44.8% | +23.7% | -68.5% | -60.3% |
| 1Y | -36.5% | +28.7% | -65.3% | -57.0% |
| 3Y | +27.0% | +79.7% | -52.8% | -44.5% |
| All | +27.0% | +78.7% | -51.8% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling