+31,674.6%
AVGO vs IJR
+621.1%
+31,053.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.2% |
| 7D | +1.0% | -2.3% | +3.3% | +3.2% |
| 30D | -13.3% | -4.7% | -8.6% | -9.5% |
| 3M | -2.9% | +2.1% | -5.0% | -4.8% |
| 6M | +5.7% | +13.9% | -8.1% | -5.9% |
| YTD | +4.6% | +18.2% | -13.6% | -10.2% |
| 1Y | -1.6% | +21.8% | -23.5% | -18.0% |
| 3Y | +336.2% | +52.2% | +284.0% | +197.1% |
| 5Y | +695.6% | +40.1% | +655.5% | +484.2% |
| 10Y | +2,827.6% | +169.7% | +2,658.0% | +1,025.4% |
| All | +31,674.6% | +621.1% | +31,053.5% | +5,540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling