+11,341.3%
ASML vs IAU
+875.8%
+10,465.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.3% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +2.2% | +4.4% | -2.2% | +1.2% |
| 3M | -2.3% | -1.1% | -1.2% | -2.2% |
| 6M | +23.0% | -13.7% | +36.7% | +26.3% |
| YTD | +61.1% | +2.7% | +58.3% | +60.1% |
| 1Y | +129.1% | +24.6% | +104.5% | +120.0% |
| 3Y | +165.4% | +126.8% | +38.5% | +128.5% |
| 5Y | +109.5% | +139.5% | -30.0% | +78.1% |
| 10Y | +1,645.7% | +226.3% | +1,419.5% | +1,334.1% |
| All | +11,341.3% | +875.8% | +10,465.6% | +7,158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling