+3.3%
AVGO vs IWD
+28.5%
-25.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +6.1% |
| 7D | +25.0% | +1.7% | +23.3% | +22.4% |
| 30D | +2.0% | +3.2% | -1.2% | -1.3% |
| 3M | -12.3% | +2.3% | -14.6% | -14.4% |
| 6M | -12.8% | +12.9% | -25.7% | -26.1% |
| YTD | +5.9% | +26.2% | -20.4% | -24.4% |
| 1Y | +3.3% | +28.3% | -24.9% | -27.5% |
| All | +3.3% | +28.5% | -25.2% | -27.5% |
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