+335.4%
AVGO vs IEFA
+64.1%
+271.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.3% |
| 7D | +1.0% | -2.4% | +3.4% | +4.4% |
| 30D | -13.3% | -2.1% | -11.2% | -10.9% |
| 3M | -2.9% | +5.5% | -8.4% | -9.7% |
| 6M | +5.7% | +8.1% | -2.4% | -4.8% |
| YTD | +4.6% | +11.9% | -7.3% | -10.8% |
| 1Y | -1.6% | +18.1% | -19.7% | -22.2% |
| All | +335.4% | +64.1% | +271.4% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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