+1.4%
AVGO vs ICE
-7.7%
+9.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.5% |
| 7D | +1.1% | -2.4% | +3.5% | +0.7% |
| 30D | -13.0% | +4.0% | -17.0% | -12.4% |
| 3M | -6.0% | +13.7% | -19.6% | -3.8% |
| 6M | +6.4% | +0.9% | +5.4% | +9.3% |
| YTD | +5.0% | -2.1% | +7.1% | +8.9% |
| 1Y | +1.4% | -9.5% | +10.9% | +1.2% |
| All | +1.4% | -7.7% | +9.1% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling