+27.0%
BROS vs IWD
+77.7%
-50.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.7% |
| 3M | -16.7% | +7.2% | -23.9% | -26.1% |
| 6M | -11.6% | +16.2% | -27.8% | -31.4% |
| YTD | -23.9% | +23.3% | -47.3% | -46.4% |
| 1Y | -34.8% | +29.6% | -64.4% | -57.5% |
| 3Y | +62.1% | +70.5% | -8.4% | -32.7% |
| All | +27.0% | +77.7% | -50.7% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling