+339.7%
AVGO vs IEF
+10.0%
+329.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | -13.7% | -0.6% | -13.2% | -13.8% |
| 3M | -6.9% | -1.0% | -5.9% | -7.0% |
| 6M | +5.8% | -3.1% | +8.8% | +5.1% |
| YTD | +5.7% | -1.9% | +7.5% | +5.4% |
| 1Y | +9.0% | -1.4% | +10.4% | +9.0% |
| All | +339.7% | +10.0% | +329.7% | +336.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling