+114.3%
IBM vs BROS
+41.2%
+73.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | -1.5% | -13.5% | +12.0% | -0.5% |
| 3M | -16.8% | -18.4% | +1.7% | -15.8% |
| 6M | -9.0% | -10.6% | +1.6% | -8.8% |
| YTD | -20.1% | -25.1% | +5.0% | -18.9% |
| 1Y | -7.0% | -28.6% | +21.6% | -5.6% |
| 3Y | +72.4% | +65.6% | +6.8% | +66.0% |
| All | +114.3% | +41.2% | +73.1% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling