+2,584.7%
AVGO vs IRM
+514.0%
+2,070.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.3% |
| 7D | +6.1% | -5.3% | +11.3% | +9.0% |
| 30D | -2.7% | -2.3% | -0.4% | -1.3% |
| 3M | -16.9% | -7.4% | -9.5% | -13.8% |
| 6M | -19.1% | -12.2% | -6.9% | -14.5% |
| YTD | +0.3% | +38.6% | -38.4% | -14.4% |
| 1Y | -1.2% | +14.9% | -16.1% | -8.2% |
| 3Y | +272.4% | +108.2% | +164.3% | +162.9% |
| 5Y | +579.0% | +183.8% | +395.2% | +317.7% |
| 10Y | +2,584.7% | +512.6% | +2,072.1% | +1,033.6% |
| All | +2,584.7% | +514.0% | +2,070.8% | +1,033.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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