+117.9%
ASML vs IGV
+41.5%
+76.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -7.0% |
| 7D | -19.0% | -8.3% | -10.7% | -15.0% |
| 30D | -25.9% | -10.9% | -15.0% | -21.2% |
| 3M | -19.1% | -2.3% | -16.8% | -19.0% |
| 6M | -5.7% | +12.2% | -17.9% | -15.0% |
| YTD | +27.6% | -6.3% | +33.9% | +32.9% |
| 1Y | +30.8% | -11.4% | +42.2% | +43.5% |
| All | +117.9% | +41.5% | +76.4% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling