+7.8%
IYR vs BROS
+43.3%
-35.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | -1.2% | -6.7% | +5.4% | -0.7% |
| 30D | -2.9% | -29.1% | +26.2% | 0.0% |
| 3M | +0.8% | -16.7% | +17.5% | +2.1% |
| 6M | +1.9% | -11.6% | +13.5% | +2.2% |
| YTD | +9.6% | -23.9% | +33.5% | +11.4% |
| 1Y | +8.1% | -34.8% | +42.9% | +11.0% |
| 3Y | +29.2% | +62.1% | -32.9% | +17.8% |
| All | +7.8% | +43.3% | -35.5% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling