+31,416.6%
AVGO vs ICE
+903.9%
+30,512.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.3% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -14.4% | +7.6% | -22.1% | -17.8% |
| 3M | -14.4% | +13.9% | -28.4% | -20.9% |
| 6M | +13.1% | -2.4% | +15.5% | +12.7% |
| YTD | +3.8% | +0.3% | +3.5% | +1.2% |
| 1Y | +17.8% | -6.4% | +24.2% | +18.7% |
| 3Y | +325.3% | +43.1% | +282.2% | +234.0% |
| 5Y | +689.9% | +42.1% | +647.8% | +516.7% |
| 10Y | +2,597.0% | +220.9% | +2,376.1% | +1,280.7% |
| All | +31,416.6% | +903.9% | +30,512.7% | +8,986.5% |
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