+345.6%
AVGO vs IVZ
+140.4%
+205.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.9% |
| 7D | -0.3% | +1.1% | -1.4% | -0.9% |
| 30D | -13.8% | +3.1% | -16.9% | -15.1% |
| 3M | -6.9% | +18.2% | -25.1% | -13.7% |
| 6M | +11.9% | +38.6% | -26.7% | -3.7% |
| YTD | +6.9% | +25.9% | -19.0% | -5.0% |
| 1Y | +7.4% | +51.7% | -44.3% | -12.1% |
| 3Y | +345.6% | +138.7% | +206.9% | +191.8% |
| All | +345.6% | +140.4% | +205.2% | +191.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling