+27.0%
BROS vs IVZ
+64.4%
-37.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -6.7% | +0.6% | -7.3% | -7.0% |
| 30D | -29.1% | +4.0% | -33.1% | -30.5% |
| 3M | -16.7% | +18.2% | -34.9% | -24.6% |
| 6M | -11.6% | +32.8% | -44.4% | -25.2% |
| YTD | -23.9% | +28.7% | -52.7% | -34.8% |
| 1Y | -34.8% | +55.4% | -90.2% | -49.8% |
| 3Y | +62.1% | +135.2% | -73.1% | -7.0% |
| All | +27.0% | +64.4% | -37.4% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling