+140.0%
ASML vs IOT
+79.2%
+60.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.6% |
| 7D | +2.5% | -1.3% | +3.9% | +2.7% |
| 30D | -12.2% | +1.5% | -13.7% | -12.4% |
| 3M | -14.6% | +4.8% | -19.4% | -15.2% |
| 6M | -1.7% | +45.3% | -47.1% | -7.2% |
| YTD | +44.3% | +19.2% | +25.1% | +39.3% |
| 1Y | +51.0% | +6.1% | +44.9% | +48.9% |
| All | +140.0% | +79.2% | +60.8% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling