+20.3%
IP vs BRO
-6.1%
+26.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -0.9% |
| 7D | +0.1% | -5.4% | +5.5% | +1.4% |
| 30D | -11.2% | -4.3% | -6.9% | -10.3% |
| 3M | +12.3% | +17.8% | -5.5% | +7.7% |
| 6M | -5.2% | -6.8% | +1.5% | -3.5% |
| YTD | -4.0% | -13.8% | +9.8% | -0.1% |
| 1Y | -19.2% | -27.8% | +8.6% | -12.2% |
| 3Y | +20.3% | -4.7% | +25.0% | +25.2% |
| All | +20.3% | -6.1% | +26.4% | +25.2% |
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