+79.8%
IBM vs BRO
-7.6%
+87.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.6% | -7.3% | +10.9% | +6.1% |
| 30D | +3.1% | -6.9% | +10.0% | +5.3% |
| 3M | -10.8% | +10.7% | -21.5% | -13.6% |
| 6M | -0.8% | -2.7% | +1.9% | -0.7% |
| YTD | -16.2% | -16.3% | +0.1% | -12.5% |
| 1Y | -2.9% | -29.1% | +26.2% | +6.6% |
| 3Y | +79.8% | -7.8% | +87.7% | +85.6% |
| All | +79.8% | -7.6% | +87.5% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling