+938.6%
IGV vs BRO
+1,333.0%
-394.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -5.4% | -8.6% | +3.2% | -1.2% |
| 30D | -2.6% | -6.9% | +4.3% | +0.6% |
| 3M | +10.5% | +10.5% | +0.1% | +4.5% |
| 6M | +18.2% | -2.8% | +21.0% | +18.2% |
| YTD | -4.2% | -16.1% | +11.9% | +2.3% |
| 1Y | -9.8% | -27.6% | +17.8% | +2.8% |
| 3Y | +39.1% | -7.3% | +46.4% | +36.7% |
| 5Y | +21.2% | +19.0% | +2.2% | +3.6% |
| 10Y | +361.5% | +292.7% | +68.8% | +117.6% |
| All | +938.6% | +1,333.0% | -394.4% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling