+2,475.6%
AVGO vs IBM
+145.5%
+2,330.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | 0.0% | -1.5% | +1.5% | +0.7% |
| 30D | -8.2% | +8.4% | -16.6% | -11.3% |
| 3M | -21.3% | +4.2% | -25.5% | -23.1% |
| 6M | -22.5% | +7.9% | -30.5% | -29.9% |
| YTD | -3.6% | -15.2% | +11.6% | -2.6% |
| 1Y | -6.7% | -18.7% | +12.0% | -3.4% |
| 3Y | +258.1% | +79.2% | +178.9% | +128.2% |
| 5Y | +560.9% | +144.7% | +416.1% | +247.4% |
| 10Y | +2,475.6% | +141.6% | +2,334.0% | +1,098.9% |
| All | +2,475.6% | +145.5% | +2,330.1% | +1,098.9% |
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