-20.9%
IP vs BROS
+7.7%
-28.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -2.8% | -20.4% | +17.6% | -0.3% |
| 30D | +9.2% | -6.1% | +15.3% | +9.8% |
| 3M | -16.1% | -29.4% | +13.2% | -12.9% |
| 6M | +9.6% | -31.5% | +41.1% | +13.9% |
| YTD | -8.8% | -42.8% | +34.0% | -3.7% |
| 1Y | -5.5% | -37.5% | +32.0% | -1.3% |
| 3Y | +19.6% | +27.2% | -7.6% | +15.9% |
| 5Y | -13.5% | -47.0% | +33.5% | -15.3% |
| All | -20.9% | +7.7% | -28.6% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling