+2,856.4%
AVGO vs IBM
+140.9%
+2,715.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -2.6% |
| 7D | -0.8% | +3.6% | -4.3% | -2.4% |
| 30D | -13.7% | +1.5% | -15.3% | -14.4% |
| 3M | -6.9% | -12.9% | +6.0% | -4.8% |
| 6M | +5.8% | -3.9% | +9.7% | +1.3% |
| YTD | +5.7% | -17.3% | +23.0% | +8.3% |
| 1Y | +9.0% | -5.0% | +14.0% | +2.7% |
| 3Y | +340.5% | +78.2% | +262.3% | +182.1% |
| 5Y | +711.1% | +120.6% | +590.4% | +352.5% |
| 10Y | +2,856.4% | +144.5% | +2,711.9% | +1,362.7% |
| All | +2,856.4% | +140.9% | +2,715.6% | +1,362.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling