+2.3%
IP vs BROS
-18.6%
+21.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +3.4% | +2.5% | +0.9% | +2.9% |
| 30D | +11.2% | +15.1% | -3.8% | +7.9% |
| 3M | -14.8% | -31.4% | +16.6% | -8.3% |
| 6M | +17.3% | -22.6% | +39.9% | +22.4% |
| YTD | -6.2% | -28.1% | +22.0% | -1.2% |
| 1Y | +2.3% | -20.3% | +22.6% | +3.1% |
| All | +2.3% | -18.6% | +21.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling