+30,513.3%
AVGO vs IWF
+1,153.5%
+29,359.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.6% | -3.3% |
| 7D | +18.2% | +2.8% | +15.3% | +14.2% |
| 30D | +0.2% | -7.5% | +7.8% | +11.9% |
| 3M | -16.8% | -8.5% | -8.3% | -5.6% |
| 6M | -16.5% | -7.4% | -9.0% | -6.1% |
| YTD | +0.8% | -2.6% | +3.5% | +6.8% |
| 1Y | +2.8% | -1.8% | +4.7% | +8.5% |
| 3Y | +278.5% | +65.5% | +213.1% | +122.7% |
| 5Y | +573.1% | +55.8% | +517.2% | +327.4% |
| 10Y | +2,598.7% | +384.9% | +2,213.8% | +308.3% |
| All | +30,513.3% | +1,153.5% | +29,359.8% | +1,469.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling