+8.2%
AVGO vs IRE
-82.8%
+91.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.2% | -7.3% | +2.0% |
| 7D | -0.3% | +58.9% | -59.2% | -5.0% |
| 30D | -13.8% | +17.2% | -31.0% | -16.2% |
| 3M | -6.9% | -58.6% | +51.7% | -3.7% |
| 6M | +11.9% | -23.5% | +35.4% | +6.1% |
| YTD | +6.9% | -47.4% | +54.3% | -1.1% |
| All | +8.2% | -82.8% | +91.0% | +4.5% |
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