+356.7%
IP vs BRO
+27,561.0%
-27,204.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.6% |
| 7D | -5.3% | -2.6% | -2.7% | -4.7% |
| 30D | -10.9% | +0.9% | -11.7% | -11.1% |
| 3M | +11.2% | +24.8% | -13.6% | +5.1% |
| 6M | -10.2% | -0.1% | -10.1% | -10.7% |
| YTD | -2.0% | -9.7% | +7.7% | -0.3% |
| 1Y | -19.1% | -24.5% | +5.4% | -14.1% |
| 3Y | +20.9% | -1.6% | +22.5% | +19.4% |
| 5Y | -17.8% | +25.6% | -43.4% | -24.2% |
| 10Y | +23.5% | +309.8% | -286.3% | -10.7% |
| All | +356.7% | +27,561.0% | -27,204.3% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling