-6.7%
IP vs BROS
-40.8%
+34.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.2% |
| 7D | -0.9% | -2.5% | +1.6% | -0.3% |
| 30D | +6.7% | -11.2% | +17.9% | +8.9% |
| 3M | -16.6% | -33.9% | +17.4% | -9.2% |
| 6M | +6.0% | -33.5% | +39.5% | +14.1% |
| YTD | -10.7% | -44.9% | +34.3% | +0.1% |
| 1Y | -6.7% | -41.5% | +34.8% | +0.6% |
| All | -6.7% | -40.8% | +34.2% | +0.6% |
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