+345.6%
AVGO vs IAU
+125.1%
+220.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -13.8% | +0.3% | -14.2% | -14.0% |
| 3M | -6.9% | +0.7% | -7.6% | -7.4% |
| 6M | +11.9% | -15.5% | +27.4% | +15.4% |
| YTD | +6.9% | +1.0% | +5.9% | +5.0% |
| 1Y | +7.4% | +19.6% | -12.2% | +0.6% |
| 3Y | +345.6% | +125.4% | +220.1% | +279.2% |
| All | +345.6% | +125.1% | +220.4% | +279.2% |
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