-7.8%
BRO vs IOVA
+43.8%
-51.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.3% |
| 7D | -7.3% | -2.2% | -5.2% | -7.3% |
| 30D | -6.9% | +27.6% | -34.4% | -7.1% |
| 3M | +10.7% | +117.2% | -106.5% | +9.6% |
| 6M | -2.7% | +77.7% | -80.4% | -3.4% |
| YTD | -16.3% | +215.0% | -231.3% | -17.8% |
| 1Y | -29.1% | +255.4% | -284.5% | -30.5% |
| 3Y | -7.8% | +42.6% | -50.5% | -12.9% |
| All | -7.8% | +43.8% | -51.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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