+17.8%
AVGO vs IJR
+25.5%
-7.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -3.0% | -0.2% | -2.8% | -2.8% |
| 30D | -14.4% | -2.4% | -12.0% | -12.5% |
| 3M | -14.4% | +3.9% | -18.4% | -17.4% |
| 6M | +13.1% | +12.4% | +0.7% | +1.1% |
| YTD | +3.8% | +21.5% | -17.7% | -12.9% |
| 1Y | +17.8% | +24.0% | -6.2% | -2.9% |
| All | +17.8% | +25.5% | -7.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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