+3,207.5%
ASML vs IEFA
+217.0%
+2,990.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.0% |
| 7D | +1.1% | +0.6% | +0.5% | +0.2% |
| 30D | +2.2% | +1.0% | +1.1% | +0.7% |
| 3M | -2.3% | +4.7% | -7.0% | -7.7% |
| 6M | +23.0% | +8.6% | +14.4% | +11.4% |
| YTD | +61.1% | +14.8% | +46.2% | +35.5% |
| 1Y | +129.1% | +22.6% | +106.5% | +76.6% |
| 3Y | +165.4% | +67.0% | +98.3% | +36.9% |
| 5Y | +109.5% | +52.3% | +57.2% | +26.9% |
| 10Y | +1,645.7% | +147.3% | +1,498.4% | +542.3% |
| All | +3,207.5% | +217.0% | +2,990.4% | +815.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling