+2,761.7%
AVGO vs ICE
+217.4%
+2,544.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.7% |
| 7D | +1.0% | -5.3% | +6.4% | +4.0% |
| 30D | -13.3% | +3.0% | -16.3% | -15.0% |
| 3M | -2.9% | +11.4% | -14.3% | -9.7% |
| 6M | +5.7% | -2.0% | +7.8% | +5.3% |
| YTD | +4.6% | -3.1% | +7.8% | +3.9% |
| 1Y | -1.6% | -8.4% | +6.7% | +0.6% |
| 3Y | +336.2% | +40.7% | +295.5% | +231.9% |
| 5Y | +695.6% | +40.0% | +655.7% | +498.2% |
| All | +2,761.7% | +217.4% | +2,544.4% | +1,480.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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