+339.7%
AVGO vs IGV
+38.8%
+300.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | -0.8% | -1.5% | +0.8% | +0.3% |
| 30D | -13.7% | -3.0% | -10.7% | -11.9% |
| 3M | -6.9% | +9.6% | -16.5% | -16.0% |
| 6M | +5.8% | +16.1% | -10.3% | -11.7% |
| YTD | +5.7% | -3.6% | +9.3% | +9.2% |
| 1Y | +9.0% | -7.8% | +16.9% | +19.3% |
| All | +339.7% | +38.8% | +300.9% | +198.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling