+2,798.6%
AVGO vs IBB
+127.7%
+2,670.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +7.1% |
| 7D | +25.0% | +1.6% | +23.3% | +23.5% |
| 30D | +2.0% | +6.7% | -4.7% | -2.6% |
| 3M | -12.3% | +6.3% | -18.6% | -16.9% |
| 6M | -12.8% | +23.9% | -36.7% | -27.0% |
| YTD | +5.9% | +26.6% | -20.7% | -13.2% |
| 1Y | +3.3% | +29.6% | -26.3% | -16.8% |
| 3Y | +293.1% | +86.1% | +207.0% | +135.8% |
| 5Y | +606.7% | +40.3% | +566.4% | +422.7% |
| All | +2,798.6% | +127.7% | +2,670.9% | +1,388.7% |
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