+117.9%
ASML vs IAG
+573.1%
-455.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.4% |
| 7D | -19.0% | +4.5% | -23.6% | -19.8% |
| 30D | -25.9% | -5.7% | -20.3% | -25.3% |
| 3M | -19.1% | +10.1% | -29.2% | -20.8% |
| 6M | -5.7% | +7.3% | -13.0% | -7.7% |
| YTD | +27.6% | +6.1% | +21.5% | +24.4% |
| 1Y | +30.8% | +46.8% | -16.0% | +22.0% |
| All | +117.9% | +573.1% | -455.2% | +63.1% |
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 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