+3.3%
AVGO vs IRM
+16.9%
-13.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.5% |
| 7D | +25.0% | +8.6% | +16.4% | +19.6% |
| 30D | +2.0% | 0.0% | +2.0% | +2.3% |
| 3M | -12.3% | -7.1% | -5.1% | -9.1% |
| 6M | -12.8% | -7.9% | -4.9% | -9.9% |
| YTD | +5.9% | +41.3% | -35.4% | -15.6% |
| 1Y | +3.3% | +20.7% | -17.4% | -11.3% |
| All | +3.3% | +16.9% | -13.5% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling