+129.7%
IBM vs BROS
+10.5%
+119.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.5% |
| 7D | +1.6% | +6.3% | -4.7% | +1.1% |
| 30D | +9.2% | -8.3% | +17.5% | +9.7% |
| 3M | +4.9% | -29.8% | +34.7% | +7.3% |
| 6M | +16.8% | -25.8% | +42.6% | +18.7% |
| YTD | -14.3% | -41.4% | +27.1% | -11.7% |
| 1Y | -16.7% | -35.2% | +18.5% | -14.8% |
| 3Y | +82.2% | +32.8% | +49.5% | +78.1% |
| 5Y | +149.9% | -42.2% | +192.1% | +146.6% |
| All | +129.7% | +10.5% | +119.3% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling