+133.9%
ASML vs IEFA
+66.9%
+67.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.4% |
| 7D | +4.9% | +2.2% | +2.7% | +1.2% |
| 30D | -9.3% | +1.1% | -10.3% | -10.7% |
| 3M | -19.0% | -4.3% | -14.7% | -12.6% |
| 6M | -5.2% | +1.4% | -6.6% | -6.3% |
| YTD | +40.6% | +10.1% | +30.5% | +22.6% |
| 1Y | +47.5% | +12.9% | +34.6% | +23.6% |
| 3Y | +133.9% | +65.8% | +68.1% | +12.8% |
| All | +133.9% | +66.9% | +67.0% | +12.8% |
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