+2,475.6%
AVGO vs IVV
+306.5%
+2,169.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.4% |
| 7D | 0.0% | -0.6% | +0.5% | +1.3% |
| 30D | -8.2% | -3.7% | -4.5% | -2.4% |
| 3M | -21.3% | -2.7% | -18.5% | -17.4% |
| 6M | -22.5% | +2.2% | -24.8% | -23.8% |
| YTD | -3.6% | +10.9% | -14.5% | -15.0% |
| 1Y | -6.7% | +11.3% | -18.0% | -17.8% |
| 3Y | +258.1% | +76.9% | +181.3% | +79.4% |
| 5Y | +560.9% | +73.5% | +487.4% | +245.8% |
| 10Y | +2,475.6% | +307.4% | +2,168.2% | +284.4% |
| All | +2,475.6% | +306.5% | +2,169.1% | +284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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