-6.1%
AVGO vs IRE
-97.3%
+91.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.5% | +11.3% | +9.0% |
| 7D | -0.9% | -15.5% | +14.7% | -0.7% |
| 30D | -11.6% | -70.4% | +58.8% | -2.8% |
| 3M | -25.2% | -81.6% | +56.4% | -15.2% |
| 6M | -25.4% | -94.7% | +69.2% | -9.6% |
| YTD | -7.2% | -91.8% | +84.6% | +0.1% |
| 1Y | -7.9% | -97.6% | +89.7% | +5.4% |
| All | -6.1% | -97.3% | +91.2% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling