+30,513.3%
AVGO vs IAG
+65.6%
+30,447.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.8% | -4.8% |
| 7D | +18.2% | -7.7% | +25.8% | +18.9% |
| 30D | +0.2% | +1.6% | -1.4% | -0.1% |
| 3M | -16.8% | -2.4% | -14.4% | -16.9% |
| 6M | -16.5% | -7.8% | -8.6% | -16.4% |
| YTD | +0.8% | +5.0% | -4.2% | -0.9% |
| 1Y | +2.8% | +25.7% | -22.9% | -0.4% |
| 3Y | +278.5% | +694.5% | -415.9% | +218.0% |
| 5Y | +573.1% | +421.7% | +151.4% | +464.6% |
| 10Y | +2,598.7% | +382.5% | +2,216.2% | +2,094.8% |
| All | +30,513.3% | +65.6% | +30,447.7% | +26,700.9% |
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