+1,504.8%
ASML vs IVZ
+55.7%
+1,449.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.8% | -0.5% | +3.2% |
| 7D | -0.8% | +4.1% | -4.9% | -2.5% |
| 30D | -14.9% | -2.0% | -12.9% | -14.0% |
| 3M | -13.0% | -7.8% | -5.1% | -9.8% |
| 6M | -4.7% | +6.3% | -11.0% | -7.4% |
| YTD | +42.3% | +12.6% | +29.8% | +34.7% |
| 1Y | +49.7% | +27.6% | +22.1% | +33.7% |
| 3Y | +144.3% | +154.0% | -9.7% | +56.1% |
| 5Y | +86.4% | +37.3% | +49.1% | +51.0% |
| 10Y | +1,504.8% | +50.5% | +1,454.3% | +1,169.9% |
| All | +1,504.8% | +55.7% | +1,449.2% | +1,169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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