+1,323.9%
ASML vs IVV
+308.4%
+1,015.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -2.8% |
| 7D | -19.0% | -4.8% | -14.3% | -12.7% |
| 30D | -25.9% | -5.9% | -20.0% | -18.6% |
| 3M | -19.1% | -4.5% | -14.5% | -13.0% |
| 6M | -5.7% | +1.8% | -7.6% | -6.8% |
| YTD | +27.6% | +8.4% | +19.2% | +16.3% |
| 1Y | +30.8% | +9.4% | +21.4% | +17.8% |
| 3Y | +116.2% | +75.3% | +41.0% | +3.1% |
| 5Y | +67.7% | +67.8% | -0.1% | -11.6% |
| All | +1,323.9% | +308.4% | +1,015.6% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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