+2,770.9%
AVGO vs IEF
+3.8%
+2,767.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +1.1% | -1.3% | +2.5% | +0.7% |
| 30D | -13.0% | -1.7% | -11.2% | -13.5% |
| 3M | -6.0% | -2.5% | -3.4% | -6.8% |
| 6M | +6.4% | -3.3% | +9.6% | +4.9% |
| YTD | +5.0% | -2.8% | +7.8% | +3.8% |
| 1Y | +1.4% | -2.7% | +4.1% | +0.3% |
| 3Y | +336.8% | +8.9% | +327.9% | +352.8% |
| 5Y | +698.2% | -9.4% | +707.6% | +569.5% |
| All | +2,770.9% | +3.8% | +2,767.2% | +3,002.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling