+32,355.3%
AVGO vs IEF
+54.0%
+32,301.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +2.9% |
| 7D | -0.3% | +0.1% | -0.4% | -0.2% |
| 30D | -13.8% | -0.7% | -13.1% | -14.3% |
| 3M | -6.9% | -0.4% | -6.5% | -7.3% |
| 6M | +11.9% | -2.5% | +14.4% | +9.4% |
| YTD | +6.9% | -1.6% | +8.5% | +5.3% |
| 1Y | +7.4% | -1.3% | +8.7% | +6.1% |
| 3Y | +345.6% | +10.1% | +335.5% | +384.0% |
| 5Y | +718.9% | -8.3% | +727.2% | +597.3% |
| 10Y | +2,755.4% | +4.5% | +2,750.9% | +2,866.8% |
| All | +32,355.3% | +54.0% | +32,301.3% | +57,979.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling