-12.3%
IP vs BROS
-51.1%
+38.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -21.4% | +17.5% | -0.9% |
| 7D | -5.0% | -21.4% | +16.4% | -2.0% |
| 30D | +6.5% | -11.5% | +18.0% | +8.0% |
| 3M | -18.0% | -47.4% | +29.3% | -11.0% |
| 6M | +10.3% | -39.5% | +49.8% | +17.2% |
| YTD | -9.9% | -43.5% | +33.6% | -3.9% |
| 1Y | -1.1% | -37.8% | +36.7% | +4.0% |
| 3Y | +13.0% | +30.5% | -17.5% | +7.6% |
| 5Y | -12.3% | -49.1% | +36.9% | -15.3% |
| All | -12.3% | -51.1% | +38.9% | -15.3% |
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