+31,416.6%
AVGO vs IBB
+744.4%
+30,672.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.8% |
| 7D | -3.0% | +1.4% | -4.4% | -3.9% |
| 30D | -14.4% | +10.5% | -24.9% | -20.8% |
| 3M | -14.4% | +23.6% | -38.1% | -27.0% |
| 6M | +13.1% | +22.6% | -9.5% | -3.6% |
| YTD | +3.8% | +25.7% | -21.9% | -13.3% |
| 1Y | +17.8% | +51.4% | -33.6% | -14.0% |
| 3Y | +325.3% | +64.4% | +260.9% | +190.1% |
| 5Y | +689.9% | +22.1% | +667.8% | +558.9% |
| 10Y | +2,597.0% | +132.5% | +2,464.5% | +1,312.7% |
| All | +31,416.6% | +744.4% | +30,672.2% | +5,186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling