+31,416.6%
AVGO vs IAG
+95.8%
+31,320.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | -3.0% | -0.5% | -2.4% | -3.0% |
| 30D | -14.4% | +28.9% | -43.3% | -16.4% |
| 3M | -14.4% | +19.1% | -33.6% | -16.0% |
| 6M | +13.1% | -10.3% | +23.4% | +13.3% |
| YTD | +3.8% | +24.2% | -20.4% | +0.8% |
| 1Y | +17.8% | +116.5% | -98.7% | +9.5% |
| 3Y | +325.3% | +742.8% | -417.5% | +254.9% |
| 5Y | +689.9% | +753.3% | -63.4% | +541.5% |
| 10Y | +2,597.0% | +403.2% | +2,193.8% | +2,076.7% |
| All | +31,416.6% | +95.8% | +31,320.9% | +27,170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling