+25.1%
BROS vs IVZ
+60.8%
-35.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.3% |
| 7D | -0.9% | +1.1% | -2.0% | -1.6% |
| 30D | -13.5% | +3.1% | -16.5% | -14.9% |
| 3M | -18.4% | +18.2% | -36.6% | -26.1% |
| 6M | -10.6% | +38.6% | -49.2% | -26.1% |
| YTD | -25.1% | +25.9% | -51.0% | -35.1% |
| 1Y | -28.6% | +51.7% | -80.3% | -44.3% |
| 3Y | +65.6% | +138.7% | -73.1% | -6.1% |
| All | +25.1% | +60.8% | -35.7% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling