+88.3%
ASML vs IOT
+64.6%
+23.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.1% |
| 7D | -9.0% | -2.6% | -6.4% | -8.6% |
| 30D | -21.0% | +1.2% | -22.1% | -21.3% |
| 3M | -16.3% | +7.2% | -23.5% | -18.1% |
| 6M | -7.5% | +41.7% | -49.2% | -16.0% |
| YTD | +34.0% | +15.6% | +18.4% | +24.6% |
| 1Y | +39.3% | +7.6% | +31.7% | +31.3% |
| 3Y | +128.9% | +69.8% | +59.1% | +80.5% |
| All | +88.3% | +64.6% | +23.7% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling