+82.7%
ASML vs IVZ
+36.0%
+46.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.5% |
| 7D | +4.9% | +7.6% | -2.7% | +0.6% |
| 30D | -9.3% | +4.3% | -13.6% | -11.4% |
| 3M | -19.0% | -9.3% | -9.6% | -14.4% |
| 6M | -5.2% | +5.2% | -10.5% | -8.4% |
| YTD | +40.6% | +13.4% | +27.2% | +29.4% |
| 1Y | +47.5% | +25.4% | +22.1% | +27.7% |
| 3Y | +133.9% | +152.5% | -18.6% | +20.9% |
| All | +82.7% | +36.0% | +46.7% | +33.9% |
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