+2,770.9%
AVGO vs IFF
-20.3%
+2,791.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +1.1% | -3.2% | +4.3% | +2.2% |
| 30D | -13.0% | -0.3% | -12.7% | -13.0% |
| 3M | -6.0% | +8.4% | -14.4% | -9.3% |
| 6M | +6.4% | +23.0% | -16.7% | -2.9% |
| YTD | +5.0% | +25.5% | -20.5% | -5.7% |
| 1Y | +1.4% | +29.1% | -27.7% | -10.4% |
| 3Y | +336.8% | +31.7% | +305.2% | +268.4% |
| 5Y | +698.2% | -35.2% | +733.4% | +787.4% |
| All | +2,770.9% | -20.3% | +2,791.2% | +2,547.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling