+1,582.8%
ASML vs IEF
+7.3%
+1,575.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.7% |
| 7D | +2.5% | -0.8% | +3.3% | +2.4% |
| 30D | -12.2% | +2.0% | -14.2% | -12.0% |
| 3M | -14.6% | -1.1% | -13.6% | -14.7% |
| 6M | -1.7% | -1.9% | +0.2% | -2.0% |
| YTD | +44.3% | -2.2% | +46.5% | +43.8% |
| 1Y | +51.0% | -2.3% | +53.3% | +50.4% |
| 3Y | +137.6% | +11.6% | +126.0% | +142.3% |
| 5Y | +92.7% | -7.1% | +99.8% | +67.5% |
| 10Y | +1,582.8% | +7.8% | +1,575.0% | +1,789.0% |
| All | +1,582.8% | +7.3% | +1,575.5% | +1,789.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling