+10.5%
IP vs BRO
+31.1%
-20.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +1.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +7.9% | +11.3% | -3.4% | +5.0% |
| 3M | -15.3% | +0.7% | -16.0% | -16.0% |
| 6M | +10.5% | +32.9% | -22.4% | +12.3% |
| All | +10.5% | +31.1% | -20.6% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling