+55.4%
IOT vs BROS
-7.5%
+62.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.5% |
| 7D | -4.5% | -5.8% | +1.2% | -2.8% |
| 30D | -2.4% | -14.0% | +11.5% | +1.8% |
| 3M | +19.0% | -32.5% | +51.5% | +32.4% |
| 6M | +19.6% | -14.9% | +34.5% | +22.0% |
| YTD | +8.3% | -28.3% | +36.6% | +16.0% |
| 1Y | -0.8% | -34.0% | +33.2% | +8.4% |
| 3Y | +24.4% | +63.0% | -38.5% | -11.8% |
| All | +55.4% | -7.5% | +62.9% | +45.0% |
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 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