+2,300.3%
AVGO vs IWD
+212.1%
+2,088.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.0% | +6.8% | +6.4% |
| 7D | -0.9% | +1.3% | -2.1% | -2.1% |
| 30D | -11.6% | +3.6% | -15.2% | -15.1% |
| 3M | -25.2% | +2.3% | -27.5% | -27.2% |
| 6M | -25.4% | +13.0% | -38.5% | -35.6% |
| YTD | -7.2% | +26.2% | -33.4% | -29.6% |
| 1Y | -7.9% | +30.5% | -38.4% | -32.8% |
| 3Y | +262.1% | +86.2% | +175.9% | +76.3% |
| 5Y | +525.7% | +72.9% | +452.8% | +236.3% |
| 10Y | +2,300.3% | +205.0% | +2,095.3% | +658.3% |
| All | +2,300.3% | +212.1% | +2,088.3% | +658.3% |
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