+262.2%
AVGO vs IAU
+106.8%
+155.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.5% | +4.6% |
| 7D | 0.0% | +2.8% | -2.9% | -0.9% |
| 30D | -8.2% | -4.0% | -4.2% | -7.2% |
| 3M | -21.3% | -8.2% | -13.1% | -19.6% |
| 6M | -22.5% | -14.8% | -7.8% | -19.6% |
| YTD | -3.6% | -6.7% | +3.1% | -3.5% |
| 1Y | -6.7% | -2.2% | -4.4% | -8.2% |
| All | +262.2% | +106.8% | +155.3% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 3y: compounded portfolio wealth divided by compounded IAU 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…
3y analysis · Full analysis span regression · 6 months rolling