+164.9%
ASML vs IEFA
+67.4%
+97.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.0% |
| 7D | +1.1% | +0.6% | +0.5% | +0.1% |
| 30D | +2.2% | +1.0% | +1.1% | +0.4% |
| 3M | -2.3% | +4.7% | -7.0% | -8.9% |
| 6M | +23.0% | +8.6% | +14.4% | +9.0% |
| YTD | +61.1% | +14.8% | +46.2% | +30.8% |
| 1Y | +129.1% | +22.6% | +106.5% | +68.4% |
| All | +164.9% | +67.4% | +97.5% | +20.4% |
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