-6.8%
AVGO vs IFF
+44.8%
-51.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -2.3% |
| 7D | -7.5% | -3.3% | -4.2% | -7.7% |
| 30D | -10.2% | +5.3% | -15.5% | -10.1% |
| 3M | -22.0% | +8.9% | -30.9% | -21.8% |
| 6M | -21.6% | +26.3% | -47.9% | -20.7% |
| YTD | -5.4% | +32.2% | -37.6% | -4.7% |
| 1Y | -6.8% | +45.8% | -52.6% | -4.4% |
| All | -6.8% | +44.8% | -51.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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