+47.5%
ASML vs IGV
-7.2%
+54.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +4.9% | +2.3% | +2.6% | +4.7% |
| 30D | -9.3% | -6.0% | -3.3% | -9.0% |
| 3M | -19.0% | -4.8% | -14.2% | -18.4% |
| 6M | -5.2% | +14.2% | -19.4% | -5.3% |
| YTD | +40.6% | -4.2% | +44.8% | +51.0% |
| 1Y | +47.5% | -5.3% | +52.8% | +59.3% |
| All | +47.5% | -7.2% | +54.7% | +59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling