+2.8%
AVGO vs IWD
+28.9%
-26.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -5.0% |
| 7D | +18.2% | +2.3% | +15.9% | +14.9% |
| 30D | +0.2% | +3.6% | -3.4% | -3.3% |
| 3M | -16.8% | +2.2% | -19.0% | -18.6% |
| 6M | -16.5% | +13.0% | -29.4% | -28.9% |
| YTD | +0.8% | +26.5% | -25.7% | -27.0% |
| 1Y | +2.8% | +30.1% | -27.3% | -28.8% |
| All | +2.8% | +28.9% | -26.1% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling