+31,416.6%
AVGO vs IWD
+607.0%
+30,809.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +1.0% |
| 7D | -3.0% | -0.3% | -2.7% | -2.7% |
| 30D | -14.4% | +0.6% | -15.0% | -15.2% |
| 3M | -14.4% | +7.2% | -21.7% | -21.3% |
| 6M | +13.1% | +16.2% | -3.1% | -5.2% |
| YTD | +3.8% | +23.3% | -19.5% | -19.0% |
| 1Y | +17.8% | +29.6% | -11.8% | -13.2% |
| 3Y | +325.3% | +70.5% | +254.8% | +130.8% |
| 5Y | +689.9% | +73.5% | +616.5% | +326.4% |
| 10Y | +2,597.0% | +198.3% | +2,398.7% | +694.2% |
| All | +31,416.6% | +607.0% | +30,809.6% | +3,910.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling