+276.6%
AVGO vs IAG
+696.0%
-419.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.4% |
| 7D | +6.1% | +3.4% | +2.6% | +5.3% |
| 30D | -2.7% | -2.7% | 0.0% | -2.5% |
| 3M | -16.9% | -0.5% | -16.4% | -17.4% |
| 6M | -19.1% | -4.8% | -14.3% | -19.7% |
| YTD | +0.3% | +9.6% | -9.3% | -4.7% |
| 1Y | -1.2% | +32.2% | -33.4% | -9.6% |
| All | +276.6% | +696.0% | -419.4% | +174.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling