+75.5%
ASML vs IEF
-7.7%
+83.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | -9.0% | +0.1% | -9.1% | -9.1% |
| 30D | -21.0% | +3.1% | -24.0% | -21.8% |
| 3M | -16.3% | -0.8% | -15.5% | -16.0% |
| 6M | -7.5% | -2.0% | -5.6% | -6.9% |
| YTD | +34.0% | -1.9% | +35.9% | +34.9% |
| 1Y | +39.3% | -1.8% | +41.1% | +40.2% |
| 3Y | +128.9% | +12.0% | +116.8% | +117.3% |
| All | +75.5% | -7.7% | +83.1% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling