+1,582.8%
ASML vs ITOT
+293.8%
+1,289.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | -0.2% |
| 7D | +2.5% | -0.8% | +3.3% | +4.1% |
| 30D | -12.2% | -2.0% | -10.2% | -9.0% |
| 3M | -14.6% | -1.5% | -13.1% | -12.2% |
| 6M | -1.7% | +3.3% | -5.1% | -4.9% |
| YTD | +44.3% | +12.5% | +31.8% | +24.9% |
| 1Y | +51.0% | +12.6% | +38.4% | +30.7% |
| 3Y | +137.6% | +78.6% | +58.9% | +10.1% |
| 5Y | +92.7% | +67.0% | +25.7% | +1.9% |
| 10Y | +1,582.8% | +292.0% | +1,290.8% | +234.3% |
| All | +1,582.8% | +293.8% | +1,289.0% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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