+1,582.8%
ASML vs IFF
-10.8%
+1,593.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +2.5% | -5.7% | +8.3% | +5.0% |
| 30D | -12.2% | -2.7% | -9.5% | -11.7% |
| 3M | -14.6% | -2.3% | -12.3% | -14.4% |
| 6M | -1.7% | +6.0% | -7.8% | -5.9% |
| YTD | +44.3% | +24.6% | +19.7% | +27.2% |
| 1Y | +51.0% | +29.4% | +21.6% | +30.3% |
| 3Y | +137.6% | +23.1% | +114.5% | +104.7% |
| 5Y | +92.7% | -37.2% | +129.9% | +122.7% |
| 10Y | +1,582.8% | -10.8% | +1,593.6% | +1,509.7% |
| All | +1,582.8% | -10.8% | +1,593.6% | +1,509.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling