+31,416.6%
AVGO vs IVZ
+206.8%
+31,209.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -3.0% | +0.6% | -3.6% | -3.3% |
| 30D | -14.4% | +4.0% | -18.4% | -16.1% |
| 3M | -14.4% | +18.2% | -32.6% | -20.9% |
| 6M | +13.1% | +32.8% | -19.7% | -1.5% |
| YTD | +3.8% | +28.7% | -25.0% | -9.0% |
| 1Y | +17.8% | +55.4% | -37.6% | -5.0% |
| 3Y | +325.3% | +135.2% | +190.0% | +175.1% |
| 5Y | +689.9% | +64.2% | +625.7% | +479.8% |
| 10Y | +2,597.0% | +64.6% | +2,532.4% | +1,662.5% |
| All | +31,416.6% | +206.8% | +31,209.8% | +14,600.7% |
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