+114.2%
ASML vs IEFA
+17.8%
+96.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -0.7% |
| 7D | +2.5% | -2.4% | +4.9% | +7.5% |
| 30D | -6.2% | -2.1% | -4.1% | -2.3% |
| 3M | -2.6% | +5.5% | -8.1% | -11.6% |
| 6M | +22.4% | +8.1% | +14.3% | +8.3% |
| YTD | +58.5% | +11.9% | +46.6% | +29.5% |
| 1Y | +114.2% | +18.1% | +96.1% | +58.2% |
| All | +114.2% | +17.8% | +96.4% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling