+117.9%
ASML vs IVV
+74.9%
+43.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -1.3% |
| 7D | -19.0% | -4.8% | -14.3% | -11.3% |
| 30D | -25.9% | -5.9% | -20.0% | -16.9% |
| 3M | -19.1% | -4.5% | -14.5% | -11.6% |
| 6M | -5.7% | +1.8% | -7.6% | -7.3% |
| YTD | +27.6% | +8.4% | +19.2% | +13.6% |
| 1Y | +30.8% | +9.4% | +21.4% | +14.8% |
| All | +117.9% | +74.9% | +43.0% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling