+108.6%
ASML vs IFF
-34.2%
+142.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | -1.8% | +2.9% | +1.9% |
| 30D | +2.2% | -2.0% | +4.1% | +2.8% |
| 3M | -2.3% | +18.5% | -20.8% | -10.3% |
| 6M | +23.0% | +11.7% | +11.3% | +15.2% |
| YTD | +61.1% | +29.6% | +31.5% | +40.2% |
| 1Y | +129.1% | +35.0% | +94.1% | +94.2% |
| 3Y | +165.4% | +32.3% | +133.1% | +119.7% |
| All | +108.6% | -34.2% | +142.8% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling