+31,674.6%
AVGO vs IJH
+631.4%
+31,043.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | 0.0% |
| 7D | +1.0% | -2.5% | +3.5% | +3.8% |
| 30D | -13.3% | -5.0% | -8.3% | -8.4% |
| 3M | -2.9% | +0.5% | -3.4% | -3.4% |
| 6M | +5.7% | +8.2% | -2.5% | -2.4% |
| YTD | +4.6% | +12.4% | -7.8% | -7.5% |
| 1Y | -1.6% | +14.4% | -16.0% | -14.5% |
| 3Y | +336.2% | +49.5% | +286.7% | +190.9% |
| 5Y | +695.6% | +47.8% | +647.9% | +437.6% |
| 10Y | +2,827.6% | +180.4% | +2,647.2% | +884.0% |
| All | +31,674.6% | +631.4% | +31,043.2% | +4,416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling