+82.7%
ASML vs ITOT
+63.9%
+18.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.5% |
| 7D | +4.9% | +2.5% | +2.5% | +0.7% |
| 30D | -9.3% | -1.7% | -7.6% | -6.0% |
| 3M | -19.0% | -3.4% | -15.6% | -13.6% |
| 6M | -5.2% | +2.1% | -7.3% | -7.2% |
| YTD | +40.6% | +11.5% | +29.1% | +20.1% |
| 1Y | +47.5% | +13.6% | +33.9% | +22.3% |
| 3Y | +133.9% | +77.2% | +56.7% | -6.4% |
| All | +82.7% | +63.9% | +18.8% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling