+86.4%
ASML vs IAG
+540.0%
-453.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.8% | +0.5% | +5.3% |
| 7D | -0.8% | +24.0% | -24.8% | -4.3% |
| 30D | -14.9% | +5.5% | -20.4% | -15.7% |
| 3M | -13.0% | +8.3% | -21.3% | -14.4% |
| 6M | -4.7% | +6.1% | -10.8% | -6.5% |
| YTD | +42.3% | +20.3% | +22.0% | +35.9% |
| 1Y | +49.7% | +56.5% | -6.8% | +37.7% |
| 3Y | +144.3% | +762.6% | -618.3% | +70.3% |
| 5Y | +86.4% | +546.3% | -459.9% | +18.1% |
| All | +86.4% | +540.0% | -453.6% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling