+2,798.6%
AVGO vs IWD
+202.4%
+2,596.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +6.0% |
| 7D | +25.0% | +1.7% | +23.3% | +22.7% |
| 30D | +2.0% | +3.2% | -1.2% | -1.6% |
| 3M | -12.3% | +2.3% | -14.6% | -14.6% |
| 6M | -12.8% | +12.9% | -25.7% | -24.7% |
| YTD | +5.9% | +26.2% | -20.4% | -19.8% |
| 1Y | +3.3% | +28.3% | -24.9% | -23.1% |
| 3Y | +293.1% | +84.4% | +208.7% | +93.3% |
| 5Y | +606.7% | +73.0% | +533.7% | +279.2% |
| All | +2,798.6% | +202.4% | +2,596.3% | +748.6% |
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