-1.6%
AVGO vs IYR
+5.4%
-7.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -1.4% |
| 7D | +1.0% | -2.8% | +3.9% | -0.3% |
| 30D | -13.3% | -2.5% | -10.7% | -14.3% |
| 3M | -2.9% | -3.0% | +0.1% | -4.2% |
| 6M | +5.7% | +1.6% | +4.1% | +2.1% |
| YTD | +4.6% | +7.3% | -2.7% | +2.2% |
| 1Y | -1.6% | +5.6% | -7.3% | -6.7% |
| All | -1.6% | +5.4% | -7.0% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling