-6.8%
AVGO vs IGV
-8.7%
+1.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | -7.5% | -7.5% | 0.0% | -4.3% |
| 30D | -10.2% | -5.6% | -4.6% | -7.9% |
| 3M | -22.0% | +1.5% | -23.6% | -22.8% |
| 6M | -21.6% | +17.1% | -38.7% | -27.7% |
| YTD | -5.4% | -2.0% | -3.4% | +6.3% |
| 1Y | -6.8% | -7.5% | +0.7% | +13.6% |
| All | -6.8% | -8.7% | +1.8% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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