+45.2%
ASML vs ITOT
+11.7%
+33.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.3% |
| 7D | +10.4% | +3.3% | +7.1% | +2.8% |
| 30D | -12.7% | -2.5% | -10.3% | -7.1% |
| 3M | -17.2% | -2.3% | -14.9% | -12.2% |
| 6M | -1.3% | +3.0% | -4.4% | -7.0% |
| YTD | +40.8% | +11.9% | +28.9% | +12.8% |
| 1Y | +45.2% | +12.0% | +33.2% | +16.3% |
| All | +45.2% | +11.7% | +33.5% | +16.3% |
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 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