+8.7%
IYR vs BROS
+10.5%
-1.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.5% |
| 7D | +0.6% | +6.3% | -5.7% | 0.0% |
| 30D | +6.6% | -8.3% | +14.9% | +7.1% |
| 3M | -1.8% | -29.8% | +28.0% | +1.0% |
| 6M | +1.4% | -25.8% | +27.3% | +3.3% |
| YTD | +10.5% | -41.4% | +51.9% | +14.5% |
| 1Y | +10.6% | -35.2% | +45.8% | +13.5% |
| 3Y | +41.8% | +32.8% | +9.1% | +31.3% |
| 5Y | +6.0% | -42.2% | +48.2% | +0.6% |
| All | +8.7% | +10.5% | -1.7% | +1.6% |
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