+1,395.4%
ASML vs IAG
+365.5%
+1,029.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.2% | -2.2% | +4.1% |
| 7D | -9.0% | +21.4% | -30.4% | -11.4% |
| 30D | -21.0% | +4.0% | -25.0% | -21.5% |
| 3M | -16.3% | +17.0% | -33.3% | -18.4% |
| 6M | -7.5% | +1.4% | -8.9% | -8.4% |
| YTD | +34.0% | +13.8% | +20.2% | +30.0% |
| 1Y | +39.3% | +55.8% | -16.5% | +30.0% |
| 3Y | +128.9% | +647.4% | -518.6% | +72.3% |
| 5Y | +76.1% | +519.1% | -443.1% | +27.8% |
| All | +1,395.4% | +365.5% | +1,029.9% | +972.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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