+15.9%
IP vs BRO
+295.1%
-279.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -5.9% | -8.6% | +2.7% | -1.7% |
| 30D | -17.0% | -6.9% | -10.1% | -14.1% |
| 3M | +8.9% | +10.5% | -1.6% | +2.9% |
| 6M | -10.0% | -2.8% | -7.2% | -9.8% |
| YTD | -9.8% | -16.1% | +6.4% | -2.9% |
| 1Y | -22.6% | -27.6% | +5.0% | -10.3% |
| 3Y | +13.1% | -7.3% | +20.4% | +10.2% |
| 5Y | -22.3% | +19.0% | -41.3% | -38.8% |
| All | +15.9% | +295.1% | -279.2% | -54.0% |
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