+2.8%
AVGO vs IVZ
+22.9%
-20.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.4% | -7.1% | -5.8% |
| 7D | +18.2% | +7.6% | +10.5% | +14.5% |
| 30D | +0.2% | +4.3% | -4.1% | -1.2% |
| 3M | -16.8% | -9.3% | -7.4% | -14.1% |
| 6M | -16.5% | +5.2% | -21.7% | -18.0% |
| YTD | +0.8% | +13.4% | -12.6% | -7.0% |
| 1Y | +2.8% | +25.4% | -22.6% | -13.0% |
| All | +2.8% | +22.9% | -20.0% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling