+31,416.6%
AVGO vs IGV
+1,222.6%
+30,194.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +2.2% |
| 7D | -3.0% | -4.5% | +1.5% | +0.8% |
| 30D | -14.4% | +3.2% | -17.7% | -17.5% |
| 3M | -14.4% | +4.5% | -19.0% | -19.0% |
| 6M | +13.1% | +22.1% | -9.0% | -8.9% |
| YTD | +3.8% | -1.0% | +4.8% | +0.8% |
| 1Y | +17.8% | -2.1% | +19.9% | +16.1% |
| 3Y | +325.3% | +44.6% | +280.7% | +200.3% |
| 5Y | +689.9% | +22.2% | +667.8% | +535.5% |
| 10Y | +2,597.0% | +364.7% | +2,232.3% | +480.9% |
| All | +31,416.6% | +1,222.6% | +30,194.1% | +2,548.0% |
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 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