+51.0%
ASML vs IAG
+34.9%
+16.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.4% |
| 7D | +2.5% | +3.4% | -0.9% | +1.6% |
| 30D | -12.2% | -2.7% | -9.5% | -11.8% |
| 3M | -14.6% | -0.5% | -14.1% | -15.1% |
| 6M | -1.7% | -4.8% | +3.1% | -2.9% |
| YTD | +44.3% | +9.6% | +34.7% | +40.8% |
| 1Y | +51.0% | +32.2% | +18.8% | +38.1% |
| All | +51.0% | +34.9% | +16.1% | +38.1% |
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