+11,812.7%
ASML vs IEF
+128.4%
+11,684.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +4.9% |
| 7D | -9.0% | +0.1% | -9.1% | -8.8% |
| 30D | -21.0% | +3.1% | -24.0% | -17.9% |
| 3M | -16.3% | -0.8% | -15.5% | -16.9% |
| 6M | -7.5% | -2.0% | -5.6% | -9.7% |
| YTD | +34.0% | -1.9% | +35.9% | +30.5% |
| 1Y | +39.3% | -1.8% | +41.1% | +35.9% |
| 3Y | +128.9% | +12.0% | +116.8% | +164.0% |
| 5Y | +76.1% | -7.8% | +83.9% | +45.8% |
| 10Y | +1,428.4% | +4.8% | +1,423.6% | +1,519.1% |
| All | +11,812.7% | +128.4% | +11,684.3% | +150,545.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling