+6,838.6%
ASML vs IGV
+913.9%
+5,924.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -5.0% |
| 7D | -19.0% | -8.3% | -10.7% | -11.5% |
| 30D | -25.9% | -10.9% | -15.0% | -16.9% |
| 3M | -19.1% | -2.3% | -16.8% | -19.4% |
| 6M | -5.7% | +12.2% | -17.9% | -20.9% |
| YTD | +27.6% | -6.3% | +33.9% | +24.0% |
| 1Y | +30.8% | -11.4% | +42.2% | +34.6% |
| 3Y | +116.2% | +41.5% | +74.7% | +34.2% |
| 5Y | +67.7% | +12.8% | +54.9% | +32.9% |
| 10Y | +1,355.3% | +354.7% | +1,000.7% | +153.0% |
| All | +6,838.6% | +913.9% | +5,924.7% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling