+1,104.4%
IVZ vs BRO
+9,832.2%
-8,727.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.1% |
| 7D | +0.6% | -2.6% | +3.2% | +2.2% |
| 30D | +4.0% | +0.9% | +3.1% | +3.2% |
| 3M | +18.2% | +24.8% | -6.6% | +0.9% |
| 6M | +32.8% | -0.1% | +32.9% | +28.6% |
| YTD | +28.7% | -9.7% | +38.5% | +32.2% |
| 1Y | +55.4% | -24.5% | +79.9% | +76.8% |
| 3Y | +135.2% | -1.6% | +136.8% | +117.8% |
| 5Y | +64.2% | +25.6% | +38.6% | +26.9% |
| 10Y | +64.6% | +309.8% | -245.2% | -37.2% |
| All | +1,104.4% | +9,832.2% | -8,727.8% | +147.9% |
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