-6.7%
AVGO vs IWM
+15.7%
-22.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.5% | +10.5% | +9.9% |
| 7D | 0.0% | +0.3% | -0.3% | +0.1% |
| 30D | -8.2% | +0.6% | -8.8% | -8.2% |
| 3M | -21.3% | -6.2% | -15.0% | -15.1% |
| 6M | -22.5% | -0.8% | -21.8% | -21.4% |
| YTD | -3.6% | +14.8% | -18.3% | -18.9% |
| 1Y | -6.7% | +16.1% | -22.8% | -21.1% |
| All | -6.7% | +15.7% | -22.4% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling