+40.1%
IJR vs BROS
+35.1%
+5.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -2.2% | -5.8% | +3.6% | -1.4% |
| 30D | -4.6% | -14.0% | +9.4% | -2.8% |
| 3M | +0.2% | -32.5% | +32.7% | +4.8% |
| 6M | +14.7% | -14.9% | +29.6% | +16.0% |
| YTD | +18.9% | -28.3% | +47.2% | +22.5% |
| 1Y | +19.9% | -34.0% | +53.9% | +24.5% |
| 3Y | +53.0% | +63.0% | -9.9% | +38.4% |
| All | +40.1% | +35.1% | +5.0% | +32.1% |
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