+24.0%
IWM vs BROS
-30.1%
+54.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -1.1% | -6.6% | +5.4% | -0.1% |
| 30D | -3.1% | -12.3% | +9.2% | -1.2% |
| 3M | +2.2% | -22.2% | +24.4% | +4.9% |
| 6M | +15.1% | -14.3% | +29.4% | +15.0% |
| YTD | +18.6% | -26.6% | +45.1% | +21.5% |
| 1Y | +24.0% | -31.5% | +55.5% | +26.0% |
| All | +24.0% | -30.1% | +54.1% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling