+1,644.6%
ASML vs IGV
+364.2%
+1,280.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +6.1% |
| 7D | +1.1% | -4.5% | +5.6% | +4.9% |
| 30D | +2.2% | +3.2% | -1.0% | -1.9% |
| 3M | -2.3% | +4.5% | -6.8% | -8.3% |
| 6M | +23.0% | +22.1% | +0.9% | -3.2% |
| YTD | +61.1% | -1.0% | +62.1% | +53.1% |
| 1Y | +129.1% | -2.1% | +131.2% | +119.9% |
| 3Y | +165.4% | +44.6% | +120.8% | +70.6% |
| 5Y | +109.5% | +22.2% | +87.3% | +59.0% |
| All | +1,644.6% | +364.2% | +1,280.3% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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