+21.3%
IGV vs BROS
+10.5%
+10.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -1.4% |
| 7D | +2.3% | +6.3% | -4.0% | +1.2% |
| 30D | -6.0% | -8.3% | +2.3% | -5.1% |
| 3M | -4.8% | -29.8% | +25.0% | +0.5% |
| 6M | +14.2% | -25.8% | +40.1% | +18.4% |
| YTD | -4.2% | -41.4% | +37.1% | +2.7% |
| 1Y | -5.3% | -35.2% | +29.9% | -0.4% |
| 3Y | +38.8% | +32.8% | +6.0% | +21.8% |
| 5Y | +14.2% | -42.2% | +56.4% | +7.2% |
| All | +21.3% | +10.5% | +10.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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