+339.7%
AVGO vs IWD
+69.9%
+269.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.4% |
| 7D | -0.8% | -1.2% | +0.4% | +0.7% |
| 30D | -13.7% | -1.6% | -12.1% | -12.0% |
| 3M | -6.9% | +7.0% | -13.9% | -15.6% |
| 6M | +5.8% | +17.0% | -11.2% | -15.0% |
| YTD | +5.7% | +21.6% | -16.0% | -19.7% |
| 1Y | +9.0% | +28.0% | -19.0% | -22.7% |
| All | +339.7% | +69.9% | +269.8% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling