+39.3%
IWM vs BROS
+38.3%
+1.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -1.1% | -6.6% | +5.4% | -0.2% |
| 30D | -3.1% | -12.3% | +9.2% | -1.3% |
| 3M | +2.2% | -22.2% | +24.4% | +5.2% |
| 6M | +15.1% | -14.3% | +29.4% | +16.3% |
| YTD | +18.6% | -26.6% | +45.1% | +22.3% |
| 1Y | +24.0% | -31.5% | +55.5% | +28.7% |
| 3Y | +63.7% | +62.3% | +1.5% | +44.8% |
| All | +39.3% | +38.3% | +1.0% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling