+25.3%
IGV vs BROS
+43.3%
-18.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.4% |
| 7D | -4.5% | -6.7% | +2.2% | -3.4% |
| 30D | +3.2% | -29.1% | +32.3% | +9.2% |
| 3M | +4.5% | -16.7% | +21.2% | +7.0% |
| 6M | +22.1% | -11.6% | +33.7% | +22.8% |
| YTD | -1.0% | -23.9% | +22.9% | +2.1% |
| 1Y | -2.1% | -34.8% | +32.7% | +3.3% |
| 3Y | +44.6% | +62.1% | -17.5% | +23.2% |
| All | +25.3% | +43.3% | -18.0% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling