+123.1%
ASML vs IFF
+30.8%
+92.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.8% | +3.1% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +1.4% | -0.3% | +1.7% | +1.4% |
| 3M | +1.0% | +18.6% | -17.5% | -3.8% |
| 6M | +37.0% | +17.4% | +19.6% | +29.3% |
| YTD | +65.8% | +28.5% | +37.3% | +58.5% |
| 1Y | +123.1% | +32.5% | +90.6% | +110.7% |
| All | +123.1% | +30.8% | +92.3% | +110.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling