+2,062.4%
AVGO vs IVV
+309.7%
+1,752.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.3% |
| 7D | -9.9% | -2.7% | -7.2% | -6.0% |
| 30D | -22.0% | -5.4% | -16.6% | -15.0% |
| 3M | -30.0% | -4.1% | -26.0% | -25.2% |
| 6M | -30.7% | +0.7% | -31.5% | -30.5% |
| YTD | -14.7% | +8.7% | -23.4% | -22.7% |
| 1Y | -16.8% | +11.0% | -27.8% | -26.4% |
| 3Y | +244.4% | +75.4% | +169.0% | +74.9% |
| 5Y | +474.0% | +68.3% | +405.7% | +213.0% |
| All | +2,062.4% | +309.7% | +1,752.7% | +258.7% |
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