+2.0%
AVGO vs IRE
-98.1%
+100.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -14.4% | +9.6% | -3.3% |
| 7D | +18.2% | -31.8% | +50.0% | +22.3% |
| 30D | +0.2% | -71.8% | +72.0% | +10.8% |
| 3M | -16.8% | -88.9% | +72.1% | -0.9% |
| 6M | -16.5% | -95.4% | +78.9% | +2.8% |
| YTD | +0.8% | -94.2% | +95.0% | +12.3% |
| 1Y | +2.8% | -97.1% | +99.9% | +18.4% |
| All | +2.0% | -98.1% | +100.1% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling