+2,770.9%
AVGO vs ITOT
+303.4%
+2,467.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.9% |
| 7D | +1.1% | -0.9% | +2.1% | +2.4% |
| 30D | -13.0% | -1.5% | -11.5% | -11.2% |
| 3M | -6.0% | +3.6% | -9.5% | -10.3% |
| 6M | +6.4% | +13.7% | -7.3% | -10.3% |
| YTD | +5.0% | +12.9% | -8.0% | -10.4% |
| 1Y | +1.4% | +17.2% | -15.8% | -17.2% |
| 3Y | +336.8% | +75.6% | +261.2% | +120.7% |
| 5Y | +698.2% | +75.5% | +622.7% | +310.1% |
| All | +2,770.9% | +303.4% | +2,467.5% | +467.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling