-12.8%
AVGO vs IAG
-7.9%
-4.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.1% | +10.7% | +6.4% |
| 7D | +25.0% | -2.1% | +27.0% | +25.0% |
| 30D | +2.0% | -6.2% | +8.2% | +2.7% |
| 3M | -12.3% | -5.1% | -7.1% | -12.3% |
| 6M | -12.8% | -10.0% | -2.8% | -11.5% |
| All | -12.8% | -7.9% | -4.9% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling