+336.8%
AVGO vs IJR
+52.1%
+284.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.2% |
| 7D | +1.1% | -2.2% | +3.3% | +3.2% |
| 30D | -13.0% | -4.6% | -8.4% | -9.1% |
| 3M | -6.0% | +0.2% | -6.2% | -6.3% |
| 6M | +6.4% | +14.7% | -8.3% | -6.3% |
| YTD | +5.0% | +18.9% | -13.9% | -10.9% |
| 1Y | +1.4% | +19.9% | -18.5% | -14.6% |
| 3Y | +336.8% | +53.0% | +283.8% | +210.7% |
| All | +336.8% | +52.1% | +284.8% | +210.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling