-1.6%
AVGO vs IAG
+94.1%
-95.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | +1.0% | -4.1% | +5.1% | +1.6% |
| 30D | -13.3% | +10.6% | -23.9% | -15.0% |
| 3M | -2.9% | +35.4% | -38.3% | -8.8% |
| 6M | +5.7% | -9.5% | +15.3% | +4.8% |
| YTD | +4.6% | +21.8% | -17.2% | -3.1% |
| 1Y | -1.6% | +84.1% | -85.8% | -16.1% |
| All | -1.6% | +94.1% | -95.8% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling