-9.7%
IGV vs BROS
-32.8%
+23.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | -2.9% | -5.8% | +2.8% | -2.1% |
| 30D | -1.5% | -14.0% | +12.4% | +0.5% |
| 3M | +11.7% | -32.5% | +44.2% | +17.7% |
| 6M | +18.4% | -14.9% | +33.3% | +18.3% |
| YTD | -3.9% | -28.3% | +24.4% | -2.3% |
| 1Y | -9.7% | -34.0% | +24.3% | -8.6% |
| All | -9.7% | -32.8% | +23.2% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling