+31,416.6%
AVGO vs IP
+282.6%
+31,134.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.7% |
| 7D | -3.0% | -5.3% | +2.3% | -0.9% |
| 30D | -14.4% | -10.9% | -3.6% | -10.7% |
| 3M | -14.4% | +11.2% | -25.6% | -19.3% |
| 6M | +13.1% | -10.2% | +23.4% | +14.8% |
| YTD | +3.8% | -2.0% | +5.8% | +0.5% |
| 1Y | +17.8% | -19.1% | +36.9% | +22.5% |
| 3Y | +325.3% | +20.9% | +304.4% | +251.1% |
| 5Y | +689.9% | -17.8% | +707.7% | +667.7% |
| 10Y | +2,597.0% | +23.5% | +2,573.5% | +1,888.0% |
| All | +31,416.6% | +282.6% | +31,134.0% | +12,907.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling