+1,534.9%
ASML vs IAU
+208.6%
+1,326.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.7% |
| 7D | -2.9% | +2.8% | -5.7% | -4.0% |
| 30D | -15.2% | -4.0% | -11.2% | -13.8% |
| 3M | -12.9% | -8.2% | -4.7% | -10.2% |
| 6M | -5.0% | -14.8% | +9.7% | +0.7% |
| YTD | +41.8% | -6.7% | +48.5% | +44.5% |
| 1Y | +46.0% | -2.2% | +48.3% | +46.2% |
| 3Y | +133.5% | +106.7% | +26.8% | +70.4% |
| 5Y | +93.0% | +114.8% | -21.8% | +35.5% |
| 10Y | +1,534.9% | +213.0% | +1,321.9% | +968.0% |
| All | +1,534.9% | +208.6% | +1,326.3% | +968.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling