+2,761.7%
AVGO vs IWF
+418.7%
+2,343.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | +0.2% |
| 7D | +1.0% | -1.7% | +2.7% | +3.3% |
| 30D | -13.3% | -1.8% | -11.4% | -11.2% |
| 3M | -2.9% | +1.5% | -4.3% | -4.4% |
| 6M | +5.7% | +7.7% | -2.0% | -3.0% |
| YTD | +4.6% | +2.7% | +1.9% | +2.4% |
| 1Y | -1.6% | +6.8% | -8.4% | -7.6% |
| 3Y | +336.2% | +76.9% | +259.4% | +138.1% |
| 5Y | +695.6% | +73.4% | +622.3% | +346.6% |
| All | +2,761.7% | +418.7% | +2,343.1% | +300.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling