-25.8%
BROS vs IVZ
+4.5%
-30.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +5.3% |
| 7D | +6.3% | +7.6% | -1.3% | +2.7% |
| 30D | -8.3% | +4.3% | -12.7% | -8.2% |
| 3M | -29.8% | -9.3% | -20.4% | -28.3% |
| 6M | -25.8% | +5.2% | -31.1% | -25.2% |
| All | -25.8% | +4.5% | -30.3% | -25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling