+689.7%
IYR vs BRO
+2,676.6%
-1,986.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.4% | -7.3% | +6.0% | +2.2% |
| 30D | -2.7% | -6.9% | +4.2% | +0.5% |
| 3M | -2.1% | +10.7% | -12.8% | -7.5% |
| 6M | +3.6% | -2.7% | +6.3% | +3.4% |
| YTD | +8.1% | -16.3% | +24.5% | +15.4% |
| 1Y | +4.7% | -29.1% | +33.8% | +20.6% |
| 3Y | +29.1% | -7.8% | +37.0% | +27.6% |
| 5Y | +6.9% | +18.7% | -11.8% | -9.5% |
| 10Y | +69.0% | +291.9% | -222.9% | -22.4% |
| All | +689.7% | +2,676.6% | -1,986.9% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling