+9.0%
AVGO vs IWM
+23.4%
-14.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | +0.3% |
| 7D | -0.8% | -1.1% | +0.4% | +0.4% |
| 30D | -13.7% | -3.1% | -10.6% | -10.9% |
| 3M | -6.9% | +2.2% | -9.2% | -9.0% |
| 6M | +5.8% | +15.1% | -9.3% | -8.5% |
| YTD | +5.7% | +18.6% | -12.9% | -12.2% |
| 1Y | +9.0% | +24.0% | -15.0% | -9.3% |
| All | +9.0% | +23.4% | -14.4% | -9.3% |
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