+138.2%
IBM vs BROS
-50.1%
+188.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.7% |
| 7D | -5.0% | -21.2% | +16.3% | -3.2% |
| 30D | +11.1% | -11.6% | +22.7% | +12.0% |
| 3M | +5.7% | -36.7% | +42.4% | +9.5% |
| 6M | +10.1% | -42.8% | +52.9% | +14.7% |
| YTD | -15.6% | -44.8% | +29.2% | -12.2% |
| 1Y | -19.5% | -36.5% | +17.0% | -17.2% |
| 3Y | +80.4% | +27.0% | +53.4% | +75.3% |
| All | +138.2% | -50.1% | +188.3% | +139.3% |
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 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