+89.4%
ASML vs IEF
-7.6%
+97.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -15.2% | +1.8% | -17.0% | -15.7% |
| 3M | -12.9% | -1.2% | -11.7% | -12.6% |
| 6M | -5.0% | -2.5% | -2.5% | -4.3% |
| YTD | +41.8% | -2.5% | +44.3% | +43.0% |
| 1Y | +46.0% | -2.3% | +48.3% | +47.2% |
| 3Y | +133.5% | +11.3% | +122.2% | +122.3% |
| All | +89.4% | -7.6% | +97.0% | +57.3% |
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