-10.2%
AVGO vs IBB
+38.4%
-48.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +6.0% | +7.7% |
| 7D | -0.9% | +2.7% | -3.6% | -1.4% |
| 30D | -11.6% | +6.3% | -18.0% | -12.8% |
| 3M | -25.2% | +11.1% | -36.2% | -27.4% |
| 6M | -25.4% | +29.2% | -54.7% | -32.1% |
| YTD | -7.2% | +30.2% | -37.4% | -16.9% |
| All | -10.2% | +38.4% | -48.6% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling