+17.8%
AVGO vs IEF
-0.2%
+18.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.3% |
| 7D | -3.0% | -0.3% | -2.7% | -2.5% |
| 30D | -14.4% | -0.8% | -13.7% | -13.4% |
| 3M | -14.4% | -1.0% | -13.5% | -13.2% |
| 6M | +13.1% | -2.8% | +15.9% | +16.2% |
| YTD | +3.8% | -1.5% | +5.3% | +5.3% |
| 1Y | +17.8% | -0.4% | +18.2% | +13.6% |
| All | +17.8% | -0.2% | +18.0% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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