+17.8%
AVGO vs IJH
+18.2%
-0.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -14.4% | -1.5% | -12.9% | -12.8% |
| 3M | -14.4% | +0.8% | -15.2% | -15.0% |
| 6M | +13.1% | +7.6% | +5.6% | +3.4% |
| YTD | +3.8% | +15.5% | -11.7% | -13.0% |
| 1Y | +17.8% | +16.9% | +0.9% | -2.8% |
| All | +17.8% | +18.2% | -0.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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