+711.1%
AVGO vs IGV
+21.2%
+689.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.5% |
| 7D | -0.8% | -1.5% | +0.8% | +0.2% |
| 30D | -13.7% | -3.0% | -10.7% | -12.0% |
| 3M | -6.9% | +9.6% | -16.5% | -15.2% |
| 6M | +5.8% | +16.1% | -10.3% | -9.7% |
| YTD | +5.7% | -3.6% | +9.3% | +6.4% |
| 1Y | +9.0% | -7.8% | +16.9% | +14.9% |
| 3Y | +340.5% | +40.0% | +300.5% | +233.7% |
| 5Y | +711.1% | +21.2% | +689.8% | +559.3% |
| All | +711.1% | +21.2% | +689.9% | +559.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling