-16.7%
IBM vs BROS
-37.3%
+20.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | -0.1% |
| 7D | +1.6% | +6.3% | -4.7% | +0.5% |
| 30D | +9.2% | -8.3% | +17.5% | +10.1% |
| 3M | +4.9% | -29.8% | +34.7% | +10.4% |
| 6M | +16.8% | -25.8% | +42.6% | +19.1% |
| YTD | -14.3% | -41.4% | +27.1% | -10.3% |
| 1Y | -16.7% | -35.2% | +18.5% | -14.2% |
| All | -16.7% | -37.3% | +20.6% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling