-34.8%
BROS vs IVZ
+56.4%
-91.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -6.7% | +0.6% | -7.3% | -6.9% |
| 30D | -29.1% | +4.0% | -33.1% | -30.2% |
| 3M | -16.7% | +18.2% | -34.9% | -23.2% |
| 6M | -11.6% | +32.8% | -44.4% | -24.2% |
| YTD | -23.9% | +28.7% | -52.7% | -34.7% |
| 1Y | -34.8% | +55.4% | -90.2% | -54.0% |
| All | -34.8% | +56.4% | -91.2% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling