+2,755.4%
AVGO vs IVV
+313.5%
+2,441.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.9% |
| 7D | -0.3% | +0.5% | -0.8% | -1.1% |
| 30D | -13.8% | -1.0% | -12.9% | -12.7% |
| 3M | -6.9% | +3.9% | -10.8% | -11.5% |
| 6M | +11.9% | +14.5% | -2.6% | -6.8% |
| YTD | +6.9% | +12.9% | -6.0% | -9.0% |
| 1Y | +7.4% | +19.4% | -12.0% | -14.8% |
| 3Y | +345.6% | +78.8% | +266.8% | +118.3% |
| 5Y | +718.9% | +82.2% | +636.7% | +298.7% |
| 10Y | +2,755.4% | +313.7% | +2,441.7% | +398.8% |
| All | +2,755.4% | +313.5% | +2,441.8% | +398.8% |
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