-6.7%
AVGO vs IBM
-18.1%
+11.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | 0.0% | -1.5% | +1.5% | +0.1% |
| 30D | -8.2% | +8.4% | -16.6% | -8.7% |
| 3M | -21.3% | +4.2% | -25.5% | -21.5% |
| 6M | -22.5% | +7.9% | -30.5% | -24.4% |
| YTD | -3.6% | -15.2% | +11.6% | +0.6% |
| 1Y | -6.7% | -18.7% | +12.0% | +1.0% |
| All | -6.7% | -18.1% | +11.4% | +1.0% |
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