+127.3%
IBM vs BROS
+8.6%
+118.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | -1.5% | -19.0% | +17.5% | -0.2% |
| 30D | +8.4% | -7.3% | +15.7% | +8.8% |
| 3M | +4.2% | -31.2% | +35.4% | +6.7% |
| 6M | +7.9% | -33.0% | +41.0% | +10.6% |
| YTD | -15.2% | -42.4% | +27.2% | -12.5% |
| 1Y | -18.7% | -37.7% | +19.0% | -16.6% |
| 3Y | +79.2% | +28.2% | +51.0% | +75.6% |
| 5Y | +144.7% | -43.4% | +188.1% | +141.9% |
| All | +127.3% | +8.6% | +118.7% | +126.0% |
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