+691.7%
AVGO vs IWM
+38.3%
+653.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | -3.0% | +0.1% | -3.0% | -3.1% |
| 30D | -14.4% | -1.3% | -13.2% | -13.4% |
| 3M | -14.4% | +1.6% | -16.0% | -15.5% |
| 6M | +13.1% | +13.6% | -0.4% | 0.0% |
| YTD | +3.8% | +20.8% | -17.0% | -13.7% |
| 1Y | +17.8% | +26.4% | -8.6% | -6.2% |
| 3Y | +325.3% | +60.7% | +264.6% | +171.0% |
| All | +691.7% | +38.3% | +653.3% | +461.2% |
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 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