+2,584.7%
AVGO vs IVV
+314.2%
+2,270.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +2.1% |
| 7D | +6.1% | -0.9% | +7.0% | +8.1% |
| 30D | -2.7% | -2.3% | -0.3% | +1.5% |
| 3M | -16.9% | -1.2% | -15.7% | -14.8% |
| 6M | -19.1% | +3.3% | -22.5% | -21.7% |
| YTD | +0.3% | +12.3% | -12.0% | -13.2% |
| 1Y | -1.2% | +12.5% | -13.7% | -14.3% |
| 3Y | +272.4% | +79.2% | +193.3% | +83.2% |
| 5Y | +579.0% | +75.6% | +503.4% | +249.1% |
| 10Y | +2,584.7% | +313.4% | +2,271.4% | +290.1% |
| All | +2,584.7% | +314.2% | +2,270.6% | +290.1% |
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