+44.7%
IBKR vs BROS
-35.3%
+80.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -3.3% | -6.7% | +3.4% | -1.7% |
| 30D | +4.5% | -29.1% | +33.5% | +13.0% |
| 3M | +6.5% | -16.7% | +23.2% | +8.4% |
| 6M | +34.2% | -11.6% | +45.8% | +32.6% |
| YTD | +44.5% | -23.9% | +68.4% | +47.7% |
| 1Y | +44.7% | -34.8% | +79.5% | +75.2% |
| All | +44.7% | -35.3% | +80.0% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling