+2,770.9%
AVGO vs IVZ
+65.9%
+2,705.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +1.1% | -2.4% | +3.5% | +2.1% |
| 30D | -13.0% | +3.0% | -16.0% | -14.2% |
| 3M | -6.0% | +14.9% | -20.8% | -11.7% |
| 6M | +6.4% | +36.7% | -30.4% | -7.5% |
| YTD | +5.0% | +25.7% | -20.7% | -6.1% |
| 1Y | +1.4% | +47.7% | -46.3% | -15.1% |
| 3Y | +336.8% | +138.8% | +198.0% | +190.8% |
| 5Y | +698.2% | +62.1% | +636.1% | +501.4% |
| All | +2,770.9% | +65.9% | +2,705.1% | +1,883.4% |
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