+75.5%
ASML vs IFF
-34.6%
+110.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.3% | +9.4% | +6.8% |
| 7D | -9.0% | -11.2% | +2.2% | -4.6% |
| 30D | -21.0% | -1.8% | -19.2% | -20.9% |
| 3M | -16.3% | -1.8% | -14.5% | -16.4% |
| 6M | -7.5% | +0.6% | -8.2% | -9.5% |
| YTD | +34.0% | +24.6% | +9.4% | +17.4% |
| 1Y | +39.3% | +34.4% | +4.9% | +17.1% |
| 3Y | +128.9% | +22.1% | +106.8% | +94.9% |
| All | +75.5% | -34.6% | +110.0% | +124.7% |
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 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