-0.8%
IOT vs BRO
-27.7%
+26.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -4.5% | -7.3% | +2.8% | -1.8% |
| 30D | -2.4% | -6.9% | +4.4% | 0.0% |
| 3M | +19.0% | +10.7% | +8.3% | +17.2% |
| 6M | +19.6% | -2.7% | +22.3% | +18.8% |
| YTD | +8.3% | -16.3% | +24.6% | +7.1% |
| 1Y | -0.8% | -29.1% | +28.3% | -2.8% |
| All | -0.8% | -27.7% | +26.9% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling