+5.5%
IYR vs BROS
+33.7%
-28.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.4% | -0.6% |
| 7D | -2.8% | -6.1% | +3.2% | -2.3% |
| 30D | -2.5% | -12.4% | +9.8% | -1.4% |
| 3M | -3.0% | -27.9% | +25.0% | -0.4% |
| 6M | +1.6% | -16.8% | +18.4% | +2.6% |
| YTD | +7.3% | -29.0% | +36.3% | +9.7% |
| 1Y | +5.6% | -33.2% | +38.8% | +8.3% |
| 3Y | +28.1% | +56.8% | -28.6% | +17.2% |
| All | +5.5% | +33.7% | -28.1% | -2.7% |
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