+7.1%
AVGO vs IRE
-97.8%
+104.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -13.5% | +19.1% | +6.9% |
| 7D | +25.0% | +11.1% | +13.9% | +22.1% |
| 30D | +2.0% | -75.2% | +77.1% | +13.8% |
| 3M | -12.3% | -86.4% | +74.1% | +2.4% |
| 6M | -12.8% | -94.8% | +82.0% | +6.1% |
| YTD | +5.9% | -93.3% | +99.1% | +16.1% |
| 1Y | +3.3% | -97.5% | +100.8% | +18.8% |
| All | +7.1% | -97.8% | +104.9% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling