+86.4%
ASML vs IGV
+13.6%
+72.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +4.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.3% |
| 30D | -14.9% | -9.9% | -4.9% | -7.5% |
| 3M | -13.0% | -1.2% | -11.8% | -13.7% |
| 6M | -4.7% | +11.3% | -16.0% | -16.5% |
| YTD | +42.3% | -4.0% | +46.3% | +40.1% |
| 1Y | +49.7% | -7.3% | +57.0% | +52.6% |
| 3Y | +144.3% | +42.8% | +101.5% | +55.9% |
| 5Y | +86.4% | +13.7% | +72.7% | +41.7% |
| All | +86.4% | +13.6% | +72.8% | +41.7% |
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