+123.0%
IBM vs BRO
+17.6%
+105.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.6% | -7.3% | +10.9% | +5.9% |
| 30D | +3.1% | -6.9% | +10.0% | +5.1% |
| 3M | -10.8% | +10.7% | -21.5% | -13.4% |
| 6M | -0.8% | -2.7% | +1.9% | -0.6% |
| YTD | -16.2% | -16.3% | +0.1% | -12.6% |
| 1Y | -2.9% | -29.1% | +26.2% | +5.8% |
| 3Y | +79.8% | -7.8% | +87.7% | +82.4% |
| All | +123.0% | +17.6% | +105.4% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling