+46.1%
ASML vs IEF
-1.9%
+48.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -4.3% |
| 7D | -10.0% | +0.9% | -10.9% | -11.2% |
| 30D | -19.4% | +3.1% | -22.5% | -23.8% |
| 3M | -12.5% | -1.4% | -11.1% | -8.5% |
| 6M | +8.2% | -1.6% | +9.8% | +13.6% |
| YTD | +40.7% | -2.1% | +42.8% | +50.5% |
| 1Y | +46.1% | -2.0% | +48.1% | +57.6% |
| All | +46.1% | -1.9% | +48.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling