+128.9%
ASML vs IAG
+621.5%
-492.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.2% | -2.2% | +3.8% |
| 7D | -9.0% | +21.4% | -30.4% | -12.2% |
| 30D | -21.0% | +4.0% | -25.0% | -21.6% |
| 3M | -16.3% | +17.0% | -33.3% | -19.0% |
| 6M | -7.5% | +1.4% | -8.9% | -8.9% |
| YTD | +34.0% | +13.8% | +20.2% | +29.1% |
| 1Y | +39.3% | +55.8% | -16.5% | +28.6% |
| 3Y | +128.9% | +647.4% | -518.6% | +69.3% |
| All | +128.9% | +621.5% | -492.7% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling