+86.4%
ASML vs IVZ
+37.3%
+49.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.8% | -0.5% | +2.3% |
| 7D | -0.8% | +4.1% | -4.9% | -3.1% |
| 30D | -14.9% | -2.0% | -12.9% | -13.8% |
| 3M | -13.0% | -7.8% | -5.1% | -8.9% |
| 6M | -4.7% | +6.3% | -11.0% | -8.5% |
| YTD | +42.3% | +12.6% | +29.8% | +31.6% |
| 1Y | +49.7% | +27.6% | +22.1% | +28.2% |
| 3Y | +144.3% | +154.0% | -9.7% | +25.5% |
| 5Y | +86.4% | +37.3% | +49.1% | +37.9% |
| All | +86.4% | +37.3% | +49.1% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling