-6.8%
AVGO vs IRE
-97.6%
+90.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -23.2% | +21.2% | +0.5% |
| 7D | -7.5% | -46.8% | +39.3% | -1.9% |
| 30D | -10.2% | -75.5% | +65.3% | +1.9% |
| 3M | -22.0% | -79.4% | +57.4% | -11.5% |
| 6M | -21.6% | -91.3% | +69.7% | -8.0% |
| YTD | -5.4% | -90.8% | +85.4% | +1.2% |
| 1Y | -6.8% | -97.7% | +90.9% | +14.0% |
| All | -6.8% | -97.6% | +90.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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