+316.2%
IP vs BRO
+27,293.6%
-26,977.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.0% |
| 3M | -16.6% | -0.5% | -16.1% | -16.7% |
| 6M | +6.0% | +27.1% | -21.1% | -0.6% |
| YTD | -10.7% | -10.6% | -0.1% | -9.1% |
| 1Y | -6.7% | -11.1% | +4.5% | -4.9% |
| 3Y | +17.1% | -1.0% | +18.1% | +15.3% |
| 5Y | -14.6% | +13.4% | -28.0% | -19.4% |
| 10Y | +19.9% | +292.5% | -272.6% | -12.8% |
| All | +316.2% | +27,293.6% | -26,977.4% | +159.3% |
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 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