-16.8%
AVGO vs IP
-0.2%
-16.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -9.9% | -5.1% | -4.9% | -9.8% |
| 30D | -22.0% | +8.5% | -30.5% | -22.2% |
| 3M | -30.0% | -13.8% | -16.2% | -29.8% |
| 6M | -30.7% | +5.7% | -36.5% | -31.4% |
| YTD | -14.7% | -9.1% | -5.6% | -14.2% |
| 1Y | -16.8% | -0.8% | -16.0% | -15.6% |
| All | -16.8% | -0.2% | -16.6% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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