+32,043.9%
AVGO vs IAG
+63.8%
+31,980.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.1% | +10.7% | +6.0% |
| 7D | +25.0% | -2.1% | +27.0% | +25.1% |
| 30D | +2.0% | -6.2% | +8.2% | +2.3% |
| 3M | -12.3% | -5.1% | -7.1% | -12.2% |
| 6M | -12.8% | -10.0% | -2.8% | -12.6% |
| YTD | +5.9% | +3.9% | +1.9% | +4.2% |
| 1Y | +3.3% | +18.9% | -15.5% | +0.6% |
| 3Y | +293.1% | +651.8% | -358.7% | +231.4% |
| 5Y | +606.7% | +416.3% | +190.5% | +493.4% |
| 10Y | +2,733.6% | +377.4% | +2,356.1% | +2,206.6% |
| All | +32,043.9% | +63.8% | +31,980.1% | +28,066.3% |
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