+770.8%
IVV vs BRO
+3,151.2%
-2,380.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +1.2% |
| 7D | +0.5% | -5.4% | +5.9% | +2.7% |
| 30D | -1.0% | -4.3% | +3.4% | +0.6% |
| 3M | +3.9% | +17.8% | -14.0% | -3.9% |
| 6M | +14.5% | -6.8% | +21.2% | +15.9% |
| YTD | +12.9% | -13.8% | +26.7% | +17.5% |
| 1Y | +19.4% | -27.8% | +47.2% | +33.1% |
| 3Y | +78.8% | -4.7% | +83.5% | +73.4% |
| 5Y | +82.2% | +20.6% | +61.6% | +56.6% |
| 10Y | +313.7% | +293.7% | +19.9% | +116.8% |
| All | +770.8% | +3,151.2% | -2,380.4% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 all: compounded portfolio wealth divided by compounded BRO 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…
all analysis · Full analysis span regression · 6 months rolling