+961.2%
IVZ vs BRO
+9,928.6%
-8,967.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.2% |
| 7D | +7.6% | -0.3% | +7.9% | +7.7% |
| 30D | +4.3% | +11.3% | -7.0% | -3.0% |
| 3M | -9.3% | +0.7% | -10.1% | -11.1% |
| 6M | +5.2% | +32.9% | -27.7% | -14.8% |
| YTD | +13.4% | -8.8% | +22.3% | +14.4% |
| 1Y | +25.4% | -9.2% | +34.6% | +26.4% |
| 3Y | +152.5% | +0.1% | +152.4% | +128.7% |
| 5Y | +36.7% | +15.6% | +21.1% | +10.6% |
| 10Y | +45.0% | +300.2% | -255.2% | -44.5% |
| All | +961.2% | +9,928.6% | -8,967.3% | +114.5% |
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 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