-13.3%
IBM vs BRO
-3.6%
-9.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.7% | +0.3% |
| 7D | +0.4% | +12.4% | -12.0% | -3.4% |
| 30D | +14.8% | +21.6% | -6.8% | +7.0% |
| 3M | +8.9% | +4.3% | +4.6% | +6.7% |
| 6M | +12.4% | +29.2% | -16.8% | +3.6% |
| YTD | -12.4% | -6.4% | -6.0% | -15.3% |
| 1Y | -13.3% | -5.3% | -8.0% | -15.8% |
| All | -13.3% | -3.6% | -9.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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