-15.0%
IP vs BROS
+43.3%
-58.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -5.3% | -6.7% | +1.4% | -4.5% |
| 30D | -10.9% | -29.1% | +18.2% | -7.4% |
| 3M | +11.2% | -16.7% | +27.9% | +13.2% |
| 6M | -10.2% | -11.6% | +1.4% | -9.5% |
| YTD | -2.0% | -23.9% | +21.9% | +0.3% |
| 1Y | -19.1% | -34.8% | +15.7% | -16.1% |
| 3Y | +20.9% | +62.1% | -41.2% | +13.8% |
| All | -15.0% | +43.3% | -58.3% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling