+31,416.6%
AVGO vs IVV
+937.4%
+30,479.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.8% |
| 7D | -3.0% | +0.1% | -3.1% | -3.2% |
| 30D | -14.4% | +0.1% | -14.5% | -14.5% |
| 3M | -14.4% | +2.0% | -16.4% | -16.2% |
| 6M | +13.1% | +13.0% | +0.1% | -3.4% |
| YTD | +3.8% | +13.6% | -9.8% | -11.7% |
| 1Y | +17.8% | +20.1% | -2.3% | -6.4% |
| 3Y | +325.3% | +77.6% | +247.6% | +114.5% |
| 5Y | +689.9% | +82.5% | +607.5% | +291.8% |
| 10Y | +2,597.0% | +316.5% | +2,280.5% | +391.1% |
| All | +31,416.6% | +937.4% | +30,479.3% | +2,049.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling