+19.5%
IP vs BRO
-1.1%
+20.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -0.9% | -5.1% | +4.3% | +0.4% |
| 30D | +6.7% | +10.4% | -3.7% | +3.9% |
| 3M | -16.6% | -0.5% | -16.1% | -16.8% |
| 6M | +6.0% | +27.1% | -21.1% | -0.5% |
| YTD | -10.7% | -10.6% | -0.1% | -8.2% |
| 1Y | -6.7% | -11.1% | +4.5% | -3.9% |
| All | +19.5% | -1.1% | +20.6% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling