-10.2%
IP vs BROS
-12.6%
+2.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | -5.3% | -6.7% | +1.4% | -3.9% |
| 30D | -10.9% | -29.1% | +18.2% | -4.7% |
| 3M | +11.2% | -16.7% | +27.9% | +14.4% |
| 6M | -10.2% | -11.6% | +1.4% | -10.7% |
| All | -10.2% | -12.6% | +2.4% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling