+108.6%
ASML vs IVV
+82.6%
+26.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.9% |
| 7D | +1.1% | +0.1% | +1.0% | +0.8% |
| 30D | +2.2% | +0.1% | +2.1% | +1.9% |
| 3M | -2.3% | +2.0% | -4.3% | -5.1% |
| 6M | +23.0% | +13.0% | +9.9% | +0.8% |
| YTD | +61.1% | +13.6% | +47.5% | +31.4% |
| 1Y | +129.1% | +20.1% | +109.0% | +70.7% |
| 3Y | +165.4% | +77.6% | +87.7% | +2.6% |
| All | +108.6% | +82.6% | +26.0% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling