-7.8%
BRO vs IAG
+804.5%
-812.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.2% |
| 7D | -7.3% | -1.1% | -6.2% | -7.3% |
| 30D | -6.9% | +12.1% | -19.0% | -6.8% |
| 3M | +10.7% | +25.5% | -14.9% | +11.0% |
| 6M | -2.7% | -7.1% | +4.4% | -2.0% |
| YTD | -16.3% | +22.9% | -39.2% | -16.7% |
| 1Y | -29.1% | +83.3% | -112.4% | -30.9% |
| 3Y | -7.8% | +808.5% | -816.4% | -18.5% |
| All | -7.8% | +804.5% | -812.3% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling