+31,416.6%
AVGO vs IBM
+269.8%
+31,146.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.0% | -0.3% | -2.7% | -2.8% |
| 30D | -14.4% | +0.3% | -14.7% | -14.7% |
| 3M | -14.4% | -21.6% | +7.2% | -6.9% |
| 6M | +13.1% | -4.7% | +17.8% | +8.1% |
| YTD | +3.8% | -19.1% | +22.9% | +7.4% |
| 1Y | +17.8% | -2.5% | +20.3% | +8.2% |
| 3Y | +325.3% | +74.2% | +251.1% | +166.0% |
| 5Y | +689.9% | +113.1% | +576.8% | +329.1% |
| 10Y | +2,597.0% | +133.5% | +2,463.5% | +1,200.6% |
| All | +31,416.6% | +269.8% | +31,146.8% | +9,917.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling