+46.0%
ASML vs IOT
+5.8%
+40.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -0.6% |
| 7D | -2.9% | +0.8% | -3.7% | -2.7% |
| 30D | -15.2% | -0.2% | -15.0% | -15.1% |
| 3M | -12.9% | +4.0% | -16.9% | -11.8% |
| 6M | -5.0% | +39.4% | -44.4% | +0.7% |
| YTD | +41.8% | +16.9% | +24.9% | +53.1% |
| 1Y | +46.0% | +4.1% | +42.0% | +60.7% |
| All | +46.0% | +5.8% | +40.3% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling