+2,660.6%
AVGO vs IWM
+143.9%
+2,516.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.4% | -4.4% |
| 7D | +18.2% | +1.4% | +16.7% | +16.6% |
| 30D | +0.2% | +2.3% | -2.1% | -1.5% |
| 3M | -16.8% | -8.3% | -8.5% | -9.2% |
| 6M | -16.5% | -1.3% | -15.1% | -15.0% |
| YTD | +0.8% | +13.5% | -12.7% | -10.3% |
| 1Y | +2.8% | +18.4% | -15.6% | -11.9% |
| 3Y | +278.5% | +69.6% | +208.9% | +132.2% |
| 5Y | +573.1% | +23.3% | +549.8% | +453.9% |
| All | +2,660.6% | +143.9% | +2,516.7% | +1,019.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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