+102.8%
ASML vs IOT
+69.6%
+33.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.4% |
| 7D | +2.5% | -1.3% | +3.9% | +2.9% |
| 30D | -12.2% | +1.5% | -13.7% | -12.6% |
| 3M | -14.6% | +4.8% | -19.4% | -16.0% |
| 6M | -1.7% | +45.3% | -47.1% | -11.1% |
| YTD | +44.3% | +19.2% | +25.1% | +33.5% |
| 1Y | +51.0% | +6.1% | +44.9% | +43.1% |
| 3Y | +137.6% | +76.0% | +61.6% | +86.2% |
| All | +102.8% | +69.6% | +33.1% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling