+32,043.9%
AVGO vs IGV
+1,183.1%
+30,860.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +6.2% |
| 7D | +25.0% | +2.5% | +22.5% | +22.4% |
| 30D | +2.0% | -8.6% | +10.6% | +10.9% |
| 3M | -12.3% | -1.6% | -10.7% | -12.0% |
| 6M | -12.8% | +13.4% | -26.3% | -24.4% |
| YTD | +5.9% | -4.0% | +9.8% | +5.2% |
| 1Y | +3.3% | -7.6% | +11.0% | +6.9% |
| 3Y | +293.1% | +39.3% | +253.8% | +185.7% |
| 5Y | +606.7% | +14.5% | +592.2% | +502.7% |
| 10Y | +2,733.6% | +358.7% | +2,374.8% | +513.8% |
| All | +32,043.9% | +1,183.1% | +30,860.8% | +2,663.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling