+5,065.2%
ASML vs IVV
+764.0%
+4,301.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.8% |
| 7D | +1.1% | +0.1% | +1.0% | +0.8% |
| 30D | +2.2% | +0.1% | +2.1% | +2.0% |
| 3M | -2.3% | +2.0% | -4.3% | -4.5% |
| 6M | +23.0% | +13.0% | +9.9% | +3.9% |
| YTD | +61.1% | +13.6% | +47.5% | +35.6% |
| 1Y | +129.1% | +20.1% | +109.0% | +78.2% |
| 3Y | +165.4% | +77.6% | +87.7% | +18.3% |
| 5Y | +109.5% | +82.5% | +27.0% | -5.3% |
| 10Y | +1,645.7% | +316.5% | +1,329.2% | +131.3% |
| All | +5,065.2% | +764.0% | +4,301.2% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling