+121.5%
IBM vs BROS
+38.3%
+83.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.4% | +3.5% |
| 7D | +3.6% | -6.6% | +10.1% | +4.0% |
| 30D | +1.5% | -12.3% | +13.9% | +2.4% |
| 3M | -12.9% | -22.2% | +9.3% | -11.6% |
| 6M | -3.9% | -14.3% | +10.4% | -3.3% |
| YTD | -17.3% | -26.6% | +9.2% | -16.1% |
| 1Y | -5.0% | -31.5% | +26.5% | -3.3% |
| 3Y | +78.2% | +62.3% | +16.0% | +71.9% |
| All | +121.5% | +38.3% | +83.2% | +116.8% |
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