+711.1%
AVGO vs IVZ
+61.5%
+649.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.8% |
| 7D | -0.8% | +1.2% | -1.9% | -1.4% |
| 30D | -13.7% | +1.8% | -15.5% | -14.6% |
| 3M | -6.9% | +15.7% | -22.7% | -13.3% |
| 6M | +5.8% | +36.3% | -30.6% | -9.2% |
| YTD | +5.7% | +24.9% | -19.3% | -6.3% |
| 1Y | +9.0% | +48.9% | -39.9% | -10.9% |
| 3Y | +340.5% | +136.8% | +203.7% | +178.0% |
| 5Y | +711.1% | +60.0% | +651.1% | +480.3% |
| All | +711.1% | +61.5% | +649.6% | +480.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling