+1,395.4%
ASML vs IEFA
+139.9%
+1,255.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +6.2% |
| 7D | -9.0% | -1.6% | -7.4% | -6.8% |
| 30D | -21.0% | -1.5% | -19.5% | -19.1% |
| 3M | -16.3% | -5.2% | -11.1% | -9.0% |
| 6M | -7.5% | -1.6% | -5.9% | -4.1% |
| YTD | +34.0% | +7.7% | +26.3% | +22.2% |
| 1Y | +39.3% | +12.2% | +27.1% | +19.3% |
| 3Y | +128.9% | +62.1% | +66.8% | +14.7% |
| 5Y | +76.1% | +43.7% | +32.4% | +9.4% |
| All | +1,395.4% | +139.9% | +1,255.5% | +447.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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