+137.4%
IVZ vs BRO
-7.2%
+144.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | +1.2% | -7.6% | +8.8% | +1.9% |
| 30D | +1.8% | -6.9% | +8.6% | +2.5% |
| 3M | +15.7% | +12.8% | +2.9% | +12.9% |
| 6M | +36.3% | -5.9% | +42.2% | +37.5% |
| YTD | +24.9% | -15.9% | +40.8% | +29.1% |
| 1Y | +48.9% | -28.1% | +77.1% | +59.3% |
| All | +137.4% | -7.2% | +144.6% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling