+60.3%
IVZ vs BRO
+17.6%
+42.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -2.4% | -8.6% | +6.2% | +0.6% |
| 30D | +2.5% | -6.9% | +9.4% | +4.8% |
| 3M | +17.1% | +10.5% | +6.6% | +11.2% |
| 6M | +35.1% | -2.8% | +37.9% | +34.6% |
| YTD | +24.3% | -16.1% | +40.5% | +31.7% |
| 1Y | +48.7% | -27.6% | +76.3% | +67.7% |
| 3Y | +135.6% | -7.3% | +142.9% | +123.9% |
| 5Y | +60.3% | +19.0% | +41.3% | +23.8% |
| All | +60.3% | +17.6% | +42.7% | +23.8% |
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 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