+47.5%
ASML vs IAG
+19.6%
+27.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +4.9% | -7.7% | +12.6% | +7.0% |
| 30D | -9.3% | +1.6% | -10.8% | -9.7% |
| 3M | -19.0% | -2.4% | -16.6% | -19.0% |
| 6M | -5.2% | -7.8% | +2.6% | -5.5% |
| YTD | +40.6% | +5.0% | +35.6% | +39.5% |
| 1Y | +47.5% | +25.7% | +21.8% | +37.3% |
| All | +47.5% | +19.6% | +27.9% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling