+128.9%
ASML vs IEFA
+61.4%
+67.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +6.3% |
| 7D | -9.0% | -1.6% | -7.4% | -6.6% |
| 30D | -21.0% | -1.5% | -19.5% | -18.9% |
| 3M | -16.3% | -5.2% | -11.1% | -8.3% |
| 6M | -7.5% | -1.6% | -5.9% | -3.9% |
| YTD | +34.0% | +7.7% | +26.3% | +21.1% |
| 1Y | +39.3% | +12.2% | +27.1% | +17.9% |
| 3Y | +128.9% | +62.1% | +66.8% | +13.8% |
| All | +128.9% | +61.4% | +67.4% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling