+2,761.7%
AVGO vs IYR
+68.4%
+2,693.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.3% |
| 7D | +1.0% | -2.8% | +3.9% | +3.1% |
| 30D | -13.3% | -2.5% | -10.7% | -11.8% |
| 3M | -2.9% | -3.0% | +0.1% | -1.7% |
| 6M | +5.7% | +1.6% | +4.1% | +2.8% |
| YTD | +4.6% | +7.3% | -2.7% | -2.4% |
| 1Y | -1.6% | +5.6% | -7.3% | -7.5% |
| 3Y | +336.2% | +28.1% | +308.1% | +246.6% |
| 5Y | +695.6% | +6.1% | +689.5% | +632.9% |
| All | +2,761.7% | +68.4% | +2,693.4% | +1,770.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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