+31,987.2%
AVGO vs ITOT
+893.0%
+31,094.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.4% |
| 7D | -0.8% | -0.4% | -0.4% | -0.4% |
| 30D | -13.7% | -1.6% | -12.2% | -11.9% |
| 3M | -6.9% | +3.5% | -10.5% | -10.9% |
| 6M | +5.8% | +13.1% | -7.3% | -9.5% |
| YTD | +5.7% | +12.7% | -7.1% | -9.0% |
| 1Y | +9.0% | +18.3% | -9.3% | -11.3% |
| 3Y | +340.5% | +76.4% | +264.1% | +125.8% |
| 5Y | +711.1% | +73.8% | +637.3% | +329.9% |
| 10Y | +2,856.4% | +301.2% | +2,555.2% | +471.6% |
| All | +31,987.2% | +893.0% | +31,094.3% | +2,296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling