+2,755.4%
AVGO vs IBB
+122.6%
+2,632.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.1% | +4.5% |
| 7D | -0.3% | -1.7% | +1.4% | +0.8% |
| 30D | -13.8% | +4.9% | -18.7% | -17.4% |
| 3M | -6.9% | +24.2% | -31.1% | -21.3% |
| 6M | +11.9% | +23.8% | -11.9% | -5.7% |
| YTD | +6.9% | +23.0% | -16.1% | -9.9% |
| 1Y | +7.4% | +46.2% | -38.8% | -20.6% |
| 3Y | +345.6% | +64.8% | +280.7% | +197.9% |
| 5Y | +718.9% | +20.9% | +698.0% | +581.7% |
| 10Y | +2,755.4% | +121.6% | +2,633.8% | +1,525.7% |
| All | +2,755.4% | +122.6% | +2,632.7% | +1,525.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling