+474.0%
AVGO vs IWD
+68.9%
+405.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | -9.9% | -0.5% | -9.5% | -9.3% |
| 30D | -22.0% | +2.7% | -24.7% | -24.6% |
| 3M | -30.0% | +0.9% | -30.9% | -30.9% |
| 6M | -30.7% | +10.5% | -41.3% | -39.6% |
| YTD | -14.7% | +23.7% | -38.4% | -36.0% |
| 1Y | -16.8% | +28.7% | -45.5% | -40.8% |
| 3Y | +244.4% | +79.7% | +164.7% | +58.8% |
| All | +474.0% | +68.9% | +405.1% | +192.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling