+1.4%
AVGO vs IGV
-10.1%
+11.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.1% | -2.9% | +4.1% | +2.5% |
| 30D | -13.0% | -1.5% | -11.5% | -12.6% |
| 3M | -6.0% | +11.7% | -17.6% | -11.4% |
| 6M | +6.4% | +18.4% | -12.1% | -3.4% |
| YTD | +5.0% | -3.9% | +8.9% | +16.6% |
| 1Y | +1.4% | -9.7% | +11.1% | +21.0% |
| All | +1.4% | -10.1% | +11.5% | +21.0% |
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