+24.7%
BROS vs IVZ
+146.5%
-121.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -3.4% |
| 7D | -2.5% | +5.1% | -7.6% | -4.7% |
| 30D | -11.2% | -1.6% | -9.7% | -9.9% |
| 3M | -33.9% | -9.1% | -24.8% | -30.7% |
| 6M | -33.5% | +1.8% | -35.3% | -34.2% |
| YTD | -44.9% | +10.8% | -55.8% | -48.1% |
| 1Y | -41.5% | +19.1% | -60.6% | -46.7% |
| All | +24.7% | +146.5% | -121.8% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling