+25,809.4%
AVGO vs IWM
+507.2%
+25,302.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -0.2% |
| 7D | -9.9% | -2.0% | -7.9% | -7.9% |
| 30D | -22.0% | -1.5% | -20.5% | -20.6% |
| 3M | -30.0% | -8.0% | -22.0% | -24.1% |
| 6M | -30.7% | -4.1% | -26.6% | -27.6% |
| YTD | -14.7% | +11.9% | -26.6% | -22.9% |
| 1Y | -16.8% | +15.0% | -31.8% | -26.6% |
| 3Y | +244.4% | +64.2% | +180.2% | +119.3% |
| 5Y | +474.0% | +20.4% | +453.6% | +385.4% |
| 10Y | +2,122.6% | +168.0% | +1,954.6% | +769.8% |
| All | +25,809.4% | +507.2% | +25,302.2% | +5,375.1% |
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 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