+64.4%
BROS vs IWD
+70.7%
-6.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.8% |
| 7D | -6.7% | -0.3% | -6.4% | -6.3% |
| 30D | -29.1% | +0.6% | -29.7% | -29.7% |
| 3M | -16.7% | +7.2% | -23.9% | -25.7% |
| 6M | -11.6% | +16.2% | -27.8% | -30.7% |
| YTD | -23.9% | +23.3% | -47.3% | -45.6% |
| 1Y | -34.8% | +29.6% | -64.4% | -56.6% |
| All | +64.4% | +70.7% | -6.2% | -29.7% |
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