+116.8%
IBM vs BROS
+43.3%
+73.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | -0.3% | -6.7% | +6.4% | +0.2% |
| 30D | +0.3% | -29.1% | +29.3% | +2.6% |
| 3M | -21.6% | -16.7% | -4.9% | -20.8% |
| 6M | -4.7% | -11.6% | +6.9% | -4.4% |
| YTD | -19.1% | -23.9% | +4.8% | -18.0% |
| 1Y | -2.5% | -34.8% | +32.3% | -0.5% |
| 3Y | +74.2% | +62.1% | +12.1% | +67.8% |
| All | +116.8% | +43.3% | +73.5% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling