+140.0%
ASML vs INDA
+17.1%
+122.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +2.0% |
| 7D | +2.5% | +3.1% | -0.6% | -0.3% |
| 30D | -12.2% | +11.3% | -23.5% | -20.9% |
| 3M | -14.6% | +3.0% | -17.6% | -17.0% |
| 6M | -1.7% | +6.5% | -8.3% | -7.7% |
| YTD | +44.3% | -4.6% | +48.9% | +50.3% |
| 1Y | +51.0% | -5.8% | +56.8% | +59.1% |
| All | +140.0% | +17.1% | +122.9% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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