+3,035.5%
ASML vs INDA
+115.6%
+2,919.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.3% |
| 7D | -19.0% | +5.5% | -24.5% | -22.1% |
| 30D | -25.9% | +7.0% | -33.0% | -29.5% |
| 3M | -19.1% | -0.6% | -18.5% | -19.0% |
| 6M | -5.7% | +1.7% | -7.5% | -7.0% |
| YTD | +27.6% | -7.5% | +35.0% | +34.3% |
| 1Y | +30.8% | -7.9% | +38.7% | +38.0% |
| 3Y | +116.2% | +14.1% | +102.1% | +99.1% |
| 5Y | +67.7% | +7.4% | +60.3% | +62.8% |
| 10Y | +1,355.3% | +98.7% | +1,256.6% | +919.1% |
| All | +3,035.5% | +115.6% | +2,919.9% | +2,010.0% |
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