-35.2%
BROS vs IVZ
+22.9%
-58.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +5.3% |
| 7D | +6.3% | +7.6% | -1.3% | +2.4% |
| 30D | -8.3% | +4.3% | -12.7% | -9.0% |
| 3M | -29.8% | -9.3% | -20.4% | -26.6% |
| 6M | -25.8% | +5.2% | -31.1% | -27.6% |
| YTD | -41.4% | +13.4% | -54.8% | -45.8% |
| 1Y | -35.2% | +25.4% | -60.5% | -42.3% |
| All | -35.2% | +22.9% | -58.0% | -42.3% |
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