+123.1%
ASML vs ITOT
+19.2%
+103.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +4.2% |
| 7D | +6.0% | +0.7% | +5.3% | +4.2% |
| 30D | +1.4% | -1.1% | +2.5% | +3.8% |
| 3M | +1.0% | +3.9% | -2.8% | -7.1% |
| 6M | +37.0% | +14.7% | +22.2% | +3.4% |
| YTD | +65.8% | +13.3% | +52.4% | +29.3% |
| 1Y | +123.1% | +19.1% | +104.0% | +55.4% |
| All | +123.1% | +19.2% | +103.9% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling