+60.0%
IVZ vs BRO
+294.2%
-234.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.4% | -7.3% | +4.9% | +2.3% |
| 30D | +3.0% | -6.9% | +9.9% | +7.3% |
| 3M | +14.9% | +10.7% | +4.2% | +4.9% |
| 6M | +36.7% | -2.7% | +39.4% | +34.6% |
| YTD | +25.7% | -16.3% | +42.0% | +36.6% |
| 1Y | +47.7% | -29.1% | +76.8% | +79.2% |
| 3Y | +138.8% | -7.8% | +146.7% | +121.1% |
| 5Y | +62.1% | +18.7% | +43.4% | +12.9% |
| All | +60.0% | +294.2% | -234.2% | -57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling