+1,323.9%
ASML vs IAG
+334.2%
+989.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.4% |
| 7D | -19.0% | +4.5% | -23.6% | -19.6% |
| 30D | -25.9% | -5.7% | -20.3% | -25.5% |
| 3M | -19.1% | +10.1% | -29.2% | -20.4% |
| 6M | -5.7% | +7.3% | -13.0% | -7.2% |
| YTD | +27.6% | +6.1% | +21.5% | +24.9% |
| 1Y | +30.8% | +46.8% | -16.0% | +23.0% |
| 3Y | +116.2% | +573.1% | -456.8% | +64.9% |
| 5Y | +67.7% | +477.6% | -409.9% | +22.8% |
| All | +1,323.9% | +334.2% | +989.7% | +931.0% |
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