+29,187.3%
AVGO vs IWM
+522.5%
+28,664.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.5% | +10.5% | +10.6% |
| 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% | -15.9% |
| 6M | -22.5% | -0.8% | -21.8% | -21.5% |
| YTD | -3.6% | +14.8% | -18.3% | -14.7% |
| 1Y | -6.7% | +16.1% | -22.8% | -18.2% |
| 3Y | +258.1% | +71.5% | +186.6% | +119.4% |
| 5Y | +560.9% | +25.8% | +535.1% | +437.6% |
| 10Y | +2,475.6% | +155.4% | +2,320.2% | +957.5% |
| All | +29,187.3% | +522.5% | +28,664.8% | +5,957.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling