+17.8%
AVGO vs IBM
-1.8%
+19.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -14.4% | +0.3% | -14.7% | -14.5% |
| 3M | -14.4% | -21.6% | +7.2% | -11.5% |
| 6M | +13.1% | -4.7% | +17.8% | +12.3% |
| YTD | +3.8% | -19.1% | +22.9% | +8.2% |
| 1Y | +17.8% | -2.5% | +20.3% | +27.6% |
| All | +17.8% | -1.8% | +19.6% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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