-1.2%
AVGO vs IRE
-97.4%
+96.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +12.1% | -8.1% | +2.7% |
| 7D | +6.1% | -15.1% | +21.2% | +6.5% |
| 30D | -2.7% | -71.4% | +68.7% | +7.7% |
| 3M | -16.9% | -81.2% | +64.3% | -5.5% |
| 6M | -19.1% | -93.7% | +74.6% | -2.2% |
| YTD | +0.3% | -92.2% | +92.5% | +6.9% |
| 1Y | -1.2% | -97.3% | +96.1% | +18.7% |
| All | -1.2% | -97.4% | +96.2% | +18.7% |
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