+42.1%
IJR vs BROS
+41.2%
+1.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +0.9% | -0.9% | +1.9% | +1.0% |
| 30D | -3.1% | -13.5% | +10.3% | -1.4% |
| 3M | +4.4% | -18.4% | +22.8% | +6.5% |
| 6M | +16.1% | -10.6% | +26.7% | +16.6% |
| YTD | +20.6% | -25.1% | +45.6% | +23.6% |
| 1Y | +22.9% | -28.6% | +51.5% | +26.3% |
| 3Y | +55.2% | +65.6% | -10.4% | +40.0% |
| All | +42.1% | +41.2% | +1.0% | +33.3% |
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 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