+31,416.6%
AVGO vs IRM
+997.4%
+30,419.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.5% |
| 7D | -3.0% | -0.5% | -2.5% | -2.8% |
| 30D | -14.4% | -8.1% | -6.4% | -11.6% |
| 3M | -14.4% | -9.7% | -4.8% | -11.1% |
| 6M | +13.1% | +10.0% | +3.1% | +7.9% |
| YTD | +3.8% | +43.0% | -39.2% | -11.7% |
| 1Y | +17.8% | +32.7% | -14.9% | +2.9% |
| 3Y | +325.3% | +102.7% | +222.5% | +210.6% |
| 5Y | +689.9% | +187.6% | +502.4% | +397.6% |
| 10Y | +2,597.0% | +420.1% | +2,176.9% | +1,184.1% |
| All | +31,416.6% | +997.4% | +30,419.3% | +10,498.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling