+474.0%
AVGO vs IBB
+37.5%
+436.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.4% |
| 7D | -9.9% | -1.8% | -8.1% | -8.6% |
| 30D | -22.0% | +5.1% | -27.1% | -24.3% |
| 3M | -30.0% | +10.7% | -40.8% | -35.2% |
| 6M | -30.7% | +22.9% | -53.6% | -40.8% |
| YTD | -14.7% | +26.7% | -41.4% | -29.1% |
| 1Y | -16.8% | +35.1% | -51.9% | -34.1% |
| 3Y | +244.4% | +80.2% | +164.2% | +115.7% |
| All | +474.0% | +37.5% | +436.5% | +320.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling