+357.7%
IGV vs BRO
+294.2%
+63.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.9% | -7.3% | +4.4% | +0.7% |
| 30D | -1.5% | -6.9% | +5.3% | +1.8% |
| 3M | +11.7% | +10.7% | +1.0% | +5.1% |
| 6M | +18.4% | -2.7% | +21.1% | +18.4% |
| YTD | -3.9% | -16.3% | +12.4% | +3.3% |
| 1Y | -9.7% | -29.1% | +19.4% | +5.5% |
| 3Y | +38.4% | -7.8% | +46.3% | +33.6% |
| 5Y | +21.6% | +18.7% | +2.9% | -1.9% |
| All | +357.7% | +294.2% | +63.5% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling