+22.6%
BROS vs IVZ
+59.5%
-36.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -6.6% | +1.2% | -7.8% | -7.2% |
| 30D | -12.3% | +1.8% | -14.1% | -13.2% |
| 3M | -22.2% | +15.7% | -37.9% | -28.8% |
| 6M | -14.3% | +36.3% | -50.6% | -28.6% |
| YTD | -26.6% | +24.9% | -51.5% | -36.1% |
| 1Y | -31.5% | +48.9% | -80.4% | -46.0% |
| 3Y | +62.3% | +136.8% | -74.6% | -7.6% |
| All | +22.6% | +59.5% | -36.9% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling