+164.9%
ASML vs IAG
+746.3%
-581.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.5% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | +2.2% | +28.9% | -26.7% | -2.2% |
| 3M | -2.3% | +19.1% | -21.4% | -5.7% |
| 6M | +23.0% | -10.3% | +33.2% | +22.4% |
| YTD | +61.1% | +24.2% | +36.9% | +53.7% |
| 1Y | +129.1% | +116.5% | +12.6% | +104.1% |
| All | +164.9% | +746.3% | -581.3% | +100.9% |
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 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