+37.0%
IVZ vs BRO
+15.5%
+21.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.7% |
| 7D | +7.6% | -0.3% | +7.9% | +7.7% |
| 30D | +4.3% | +11.3% | -7.0% | +0.4% |
| 3M | -9.3% | +0.7% | -10.1% | -10.0% |
| 6M | +5.2% | +32.9% | -27.7% | -7.3% |
| YTD | +13.4% | -8.8% | +22.3% | +16.5% |
| 1Y | +25.4% | -9.2% | +34.6% | +28.8% |
| 3Y | +152.5% | +0.1% | +152.4% | +132.7% |
| All | +37.0% | +15.5% | +21.5% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling