+30,513.3%
AVGO vs ICE
+1,015.0%
+29,498.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.1% | -4.9% |
| 7D | +18.2% | +3.6% | +14.5% | +16.1% |
| 30D | +0.2% | +15.1% | -14.9% | -7.3% |
| 3M | -16.8% | +15.4% | -32.2% | -23.5% |
| 6M | -16.5% | +16.1% | -32.6% | -24.2% |
| YTD | +0.8% | +11.4% | -10.5% | -7.5% |
| 1Y | +2.8% | +18.5% | -15.6% | -9.0% |
| 3Y | +278.5% | +70.5% | +208.0% | +169.1% |
| 5Y | +573.1% | +40.9% | +532.1% | +426.8% |
| 10Y | +2,598.7% | +260.6% | +2,338.1% | +1,194.2% |
| All | +30,513.3% | +1,015.0% | +29,498.3% | +8,200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling