+32,043.9%
AVGO vs IVZ
+164.2%
+31,879.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.8% |
| 7D | +25.0% | +5.1% | +19.8% | +22.3% |
| 30D | +2.0% | -1.6% | +3.5% | +2.9% |
| 3M | -12.3% | -9.1% | -3.1% | -8.4% |
| 6M | -12.8% | +1.8% | -14.6% | -14.1% |
| YTD | +5.9% | +10.8% | -5.0% | -0.6% |
| 1Y | +3.3% | +19.1% | -15.8% | -6.0% |
| 3Y | +293.1% | +144.4% | +148.7% | +151.1% |
| 5Y | +606.7% | +33.6% | +573.2% | +472.5% |
| 10Y | +2,733.6% | +41.7% | +2,691.9% | +1,891.3% |
| All | +32,043.9% | +164.2% | +31,879.8% | +15,953.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling