+3.3%
AVGO vs IAG
+25.8%
-22.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.1% | +10.7% | +6.3% |
| 7D | +25.0% | -2.1% | +27.0% | +25.1% |
| 30D | +2.0% | -6.2% | +8.2% | +2.6% |
| 3M | -12.3% | -5.1% | -7.1% | -12.2% |
| 6M | -12.8% | -10.0% | -2.8% | -13.1% |
| YTD | +5.9% | +3.9% | +1.9% | -1.3% |
| 1Y | +3.3% | +18.9% | -15.5% | -13.3% |
| All | +3.3% | +25.8% | -22.5% | -13.3% |
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