+711.1%
AVGO vs IWF
+72.9%
+638.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.5% |
| 7D | -0.8% | +0.5% | -1.3% | -1.6% |
| 30D | -13.7% | -1.4% | -12.4% | -12.1% |
| 3M | -6.9% | +0.4% | -7.4% | -7.2% |
| 6M | +5.8% | +8.5% | -2.7% | -4.6% |
| YTD | +5.7% | +3.7% | +2.0% | +1.8% |
| 1Y | +9.0% | +8.5% | +0.6% | -0.2% |
| 3Y | +340.5% | +78.5% | +262.0% | +136.7% |
| 5Y | +711.1% | +73.6% | +637.4% | +358.4% |
| All | +711.1% | +72.9% | +638.2% | +358.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling