+18.4%
BROS vs IVZ
+58.7%
-40.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | -6.1% | -2.4% | -3.7% | -4.9% |
| 30D | -12.4% | +2.5% | -14.9% | -13.6% |
| 3M | -27.9% | +17.1% | -45.0% | -34.4% |
| 6M | -16.8% | +35.1% | -51.9% | -30.3% |
| YTD | -29.0% | +24.3% | -53.4% | -38.1% |
| 1Y | -33.2% | +48.7% | -81.9% | -47.3% |
| 3Y | +56.8% | +135.6% | -78.9% | -10.5% |
| All | +18.4% | +58.7% | -40.3% | -30.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling