+2,755.4%
AVGO vs IWD
+195.2%
+2,560.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.9% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | -13.8% | -0.8% | -13.1% | -13.2% |
| 3M | -6.9% | +8.0% | -15.0% | -15.4% |
| 6M | +11.9% | +18.2% | -6.3% | -8.3% |
| YTD | +6.9% | +22.3% | -15.4% | -16.0% |
| 1Y | +7.4% | +28.9% | -21.5% | -20.6% |
| 3Y | +345.6% | +71.5% | +274.0% | +138.6% |
| 5Y | +718.9% | +73.6% | +645.3% | +339.1% |
| 10Y | +2,755.4% | +194.7% | +2,560.7% | +814.0% |
| All | +2,755.4% | +195.2% | +2,560.2% | +814.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling