+82.7%
ASML vs IAU
+105.6%
-22.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +4.9% | -4.6% | +9.5% | +6.9% |
| 30D | -9.3% | -5.4% | -3.8% | -7.2% |
| 3M | -19.0% | -10.9% | -8.1% | -15.3% |
| 6M | -5.2% | -17.4% | +12.1% | +1.8% |
| YTD | +40.6% | -10.2% | +50.8% | +45.5% |
| 1Y | +47.5% | -7.1% | +54.6% | +50.5% |
| 3Y | +133.9% | +97.7% | +36.1% | +64.5% |
| All | +82.7% | +105.6% | -22.9% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling