+339.7%
AVGO vs IWF
+77.2%
+262.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.3% |
| 7D | -0.8% | +0.5% | -1.3% | -1.8% |
| 30D | -13.7% | -1.4% | -12.4% | -11.7% |
| 3M | -6.9% | +0.4% | -7.4% | -7.5% |
| 6M | +5.8% | +8.5% | -2.7% | -7.7% |
| YTD | +5.7% | +3.7% | +2.0% | +0.2% |
| 1Y | +9.0% | +8.5% | +0.6% | -3.5% |
| All | +339.7% | +77.2% | +262.5% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling