+108.6%
ASML vs ITOT
+73.8%
+34.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.7% |
| 7D | +1.1% | +0.1% | +1.0% | +0.8% |
| 30D | +2.2% | 0.0% | +2.2% | +2.1% |
| 3M | -2.3% | +2.0% | -4.2% | -4.8% |
| 6M | +23.0% | +13.0% | +9.9% | +1.5% |
| YTD | +61.1% | +14.0% | +47.1% | +31.7% |
| 1Y | +129.1% | +19.9% | +109.2% | +72.7% |
| 3Y | +165.4% | +75.8% | +89.5% | +7.0% |
| All | +108.6% | +73.8% | +34.7% | -11.5% |
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