+50.4%
IJH vs BROS
+59.1%
-8.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -1.9% | -5.8% | +3.9% | -1.1% |
| 30D | -4.6% | -14.0% | +9.3% | -2.9% |
| 3M | -1.2% | -32.5% | +31.3% | +3.3% |
| 6M | +9.4% | -14.9% | +24.3% | +10.3% |
| YTD | +13.3% | -28.3% | +41.6% | +16.6% |
| 1Y | +13.4% | -34.0% | +47.4% | +17.5% |
| 3Y | +50.4% | +63.0% | -12.5% | +34.0% |
| All | +50.4% | +59.1% | -8.6% | +34.0% |
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