+8,963.2%
ASML vs IAU
+801.0%
+8,162.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.2% | -9.5% |
| 7D | -19.0% | +1.9% | -20.9% | -19.4% |
| 30D | -25.9% | -1.7% | -24.2% | -25.7% |
| 3M | -19.1% | -3.6% | -15.5% | -18.5% |
| 6M | -5.7% | -10.1% | +4.4% | -3.7% |
| YTD | +27.6% | -5.1% | +32.7% | +28.8% |
| 1Y | +30.8% | +2.6% | +28.2% | +30.2% |
| 3Y | +116.2% | +104.1% | +12.1% | +90.1% |
| 5Y | +67.7% | +122.8% | -55.1% | +44.7% |
| 10Y | +1,355.3% | +206.5% | +1,148.8% | +1,112.8% |
| All | +8,963.2% | +801.0% | +8,162.2% | +5,742.2% |
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