+2,761.7%
AVGO vs IGV
+363.9%
+2,397.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | +1.0% | -5.4% | +6.4% | +5.9% |
| 30D | -13.3% | -2.6% | -10.7% | -11.9% |
| 3M | -2.9% | +10.5% | -13.4% | -12.5% |
| 6M | +5.7% | +18.2% | -12.5% | -11.8% |
| YTD | +4.6% | -4.2% | +8.9% | +5.0% |
| 1Y | -1.6% | -9.8% | +8.2% | +4.7% |
| 3Y | +336.2% | +39.1% | +297.1% | +224.5% |
| 5Y | +695.6% | +21.2% | +674.4% | +556.2% |
| All | +2,761.7% | +363.9% | +2,397.9% | +594.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling