+31,987.2%
AVGO vs IFF
+244.2%
+31,743.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -0.8% | -3.0% | +2.2% | +0.5% |
| 30D | -13.7% | -0.9% | -12.8% | -13.6% |
| 3M | -6.9% | +11.8% | -18.8% | -12.2% |
| 6M | +5.8% | +16.5% | -10.8% | -3.5% |
| YTD | +5.7% | +26.5% | -20.8% | -8.1% |
| 1Y | +9.0% | +32.7% | -23.7% | -8.0% |
| 3Y | +340.5% | +32.0% | +308.5% | +256.0% |
| 5Y | +711.1% | -36.1% | +747.1% | +813.6% |
| 10Y | +2,856.4% | -20.1% | +2,876.5% | +2,574.9% |
| All | +31,987.2% | +244.2% | +31,743.0% | +10,961.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling