+108.6%
ASML vs IGV
+22.6%
+86.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +6.0% |
| 7D | +1.1% | -4.5% | +5.6% | +4.6% |
| 30D | +2.2% | +3.2% | -1.0% | -1.6% |
| 3M | -2.3% | +4.5% | -6.8% | -7.7% |
| 6M | +23.0% | +22.1% | +0.9% | -1.9% |
| YTD | +61.1% | -1.0% | +62.1% | +55.7% |
| 1Y | +129.1% | -2.1% | +131.2% | +123.7% |
| 3Y | +165.4% | +44.6% | +120.8% | +68.9% |
| All | +108.6% | +22.6% | +86.0% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling