+2,660.6%
AVGO vs IVZ
+43.7%
+2,617.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.4% | -7.1% | -5.8% |
| 7D | +18.2% | +7.6% | +10.5% | +14.6% |
| 30D | +0.2% | +4.3% | -4.1% | -1.4% |
| 3M | -16.8% | -9.3% | -7.4% | -13.4% |
| 6M | -16.5% | +5.2% | -21.7% | -18.8% |
| YTD | +0.8% | +13.4% | -12.6% | -5.9% |
| 1Y | +2.8% | +25.4% | -22.6% | -7.9% |
| 3Y | +278.5% | +152.5% | +126.1% | +146.3% |
| 5Y | +573.1% | +36.7% | +536.4% | +444.6% |
| All | +2,660.6% | +43.7% | +2,617.0% | +1,866.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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