+7.4%
AVGO vs IBB
+45.6%
-38.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.1% | +3.4% |
| 7D | -0.3% | -1.7% | +1.4% | 0.0% |
| 30D | -13.8% | +4.9% | -18.7% | -15.3% |
| 3M | -6.9% | +24.2% | -31.1% | -14.2% |
| 6M | +11.9% | +23.8% | -11.9% | +2.6% |
| YTD | +6.9% | +23.0% | -16.1% | -2.0% |
| 1Y | +7.4% | +46.2% | -38.8% | +1.9% |
| All | +7.4% | +45.6% | -38.2% | +1.9% |
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