+30.8%
ASML vs IVV
+9.8%
+21.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | +0.4% |
| 7D | -19.0% | -4.8% | -14.3% | -9.6% |
| 30D | -25.9% | -5.9% | -20.0% | -14.8% |
| 3M | -19.1% | -4.5% | -14.5% | -10.1% |
| 6M | -5.7% | +1.8% | -7.6% | -9.0% |
| YTD | +27.6% | +8.4% | +19.2% | +9.1% |
| 1Y | +30.8% | +9.4% | +21.4% | +10.2% |
| All | +30.8% | +9.8% | +21.0% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling