+1,761.8%
ASML vs IEFA
+143.7%
+1,618.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.8% |
| 7D | +6.0% | +1.2% | +4.8% | +4.0% |
| 30D | +1.4% | -0.6% | +2.0% | +2.2% |
| 3M | +1.0% | +6.2% | -5.2% | -7.4% |
| 6M | +37.0% | +11.2% | +25.8% | +18.3% |
| YTD | +65.8% | +14.2% | +51.6% | +38.0% |
| 1Y | +123.1% | +20.0% | +103.1% | +72.7% |
| 3Y | +188.2% | +68.8% | +119.4% | +35.6% |
| 5Y | +115.6% | +52.7% | +62.9% | +22.4% |
| 10Y | +1,761.8% | +144.2% | +1,617.6% | +528.1% |
| All | +1,761.8% | +143.7% | +1,618.2% | +528.1% |
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