-21.2%
IP vs BROS
+3.9%
-25.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.1% |
| 7D | -5.1% | -21.2% | +16.2% | -2.5% |
| 30D | +8.5% | -11.6% | +20.1% | +9.9% |
| 3M | -13.8% | -36.7% | +22.8% | -9.3% |
| 6M | +5.7% | -42.8% | +48.6% | +12.2% |
| YTD | -9.1% | -44.8% | +35.7% | -3.7% |
| 1Y | -0.8% | -36.5% | +35.7% | +3.5% |
| 3Y | +14.8% | +27.0% | -12.2% | +11.4% |
| 5Y | -11.5% | -50.3% | +38.8% | -13.1% |
| All | -21.2% | +3.9% | -25.1% | -22.8% |
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