+74.7%
IBM vs BROS
+80.7%
-6.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | -0.3% | -6.7% | +6.4% | +0.4% |
| 30D | +0.3% | -29.1% | +29.3% | +3.7% |
| 3M | -21.6% | -16.7% | -4.9% | -20.5% |
| 6M | -4.7% | -11.6% | +6.9% | -4.3% |
| YTD | -19.1% | -23.9% | +4.8% | -17.7% |
| 1Y | -2.5% | -34.8% | +32.3% | +0.3% |
| All | +74.7% | +80.7% | -6.0% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling