+25,809.4%
AVGO vs IWD
+609.1%
+25,200.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | -9.9% | -0.5% | -9.5% | -9.4% |
| 30D | -22.0% | +2.7% | -24.7% | -24.3% |
| 3M | -30.0% | +0.9% | -30.9% | -30.8% |
| 6M | -30.7% | +10.5% | -41.3% | -38.5% |
| YTD | -14.7% | +23.7% | -38.4% | -33.6% |
| 1Y | -16.8% | +28.7% | -45.5% | -38.1% |
| 3Y | +244.4% | +79.7% | +164.7% | +76.0% |
| 5Y | +474.0% | +69.7% | +404.3% | +217.9% |
| 10Y | +2,122.6% | +211.4% | +1,911.2% | +523.3% |
| All | +25,809.4% | +609.1% | +25,200.3% | +3,187.3% |
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