+711.1%
AVGO vs IAG
+804.8%
-93.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -1.4% |
| 7D | -0.8% | +1.7% | -2.5% | -1.0% |
| 30D | -13.7% | +11.4% | -25.2% | -15.2% |
| 3M | -6.9% | +33.0% | -40.0% | -10.9% |
| 6M | +5.8% | -6.0% | +11.8% | +5.3% |
| YTD | +5.7% | +24.6% | -18.9% | +0.7% |
| 1Y | +9.0% | +105.0% | -96.0% | -2.7% |
| 3Y | +340.5% | +837.9% | -497.4% | +234.6% |
| 5Y | +711.1% | +817.0% | -105.9% | +484.7% |
| All | +711.1% | +804.8% | -93.8% | +484.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling