+474.0%
AVGO vs IWM
+19.4%
+454.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -0.3% |
| 7D | -9.9% | -2.0% | -7.9% | -7.8% |
| 30D | -22.0% | -1.5% | -20.5% | -20.5% |
| 3M | -30.0% | -8.0% | -22.0% | -23.8% |
| 6M | -30.7% | -4.1% | -26.6% | -27.4% |
| YTD | -14.7% | +11.9% | -26.6% | -23.4% |
| 1Y | -16.8% | +15.0% | -31.8% | -27.0% |
| 3Y | +244.4% | +64.2% | +180.2% | +115.8% |
| All | +474.0% | +19.4% | +454.6% | +360.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling