+3,858.3%
ASML vs INDA
+115.1%
+3,743.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | +0.7% | +0.4% | +0.6% |
| 30D | +2.2% | -0.8% | +3.0% | +2.7% |
| 3M | -2.3% | +3.9% | -6.2% | -4.8% |
| 6M | +23.0% | -0.7% | +23.7% | +24.0% |
| YTD | +61.1% | -7.7% | +68.7% | +70.4% |
| 1Y | +129.1% | -5.1% | +134.2% | +137.8% |
| 3Y | +165.4% | +13.6% | +151.7% | +145.9% |
| 5Y | +109.5% | +7.8% | +101.7% | +103.9% |
| 10Y | +1,645.7% | +84.6% | +1,561.1% | +1,165.8% |
| All | +3,858.3% | +115.1% | +3,743.1% | +2,576.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling