+75.5%
ASML vs IGV
+12.2%
+63.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.2% | +5.1% |
| 7D | -9.0% | -5.2% | -3.8% | -5.0% |
| 30D | -21.0% | -10.0% | -11.0% | -14.2% |
| 3M | -16.3% | -0.5% | -15.8% | -17.6% |
| 6M | -7.5% | +12.6% | -20.1% | -20.2% |
| YTD | +34.0% | -6.4% | +40.4% | +34.5% |
| 1Y | +39.3% | -9.5% | +48.8% | +44.6% |
| 3Y | +128.9% | +41.7% | +87.2% | +46.0% |
| All | +75.5% | +12.2% | +63.3% | +35.8% |
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