+82.7%
ASML vs IVZ
+34.9%
+47.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.0% |
| 7D | +4.9% | +6.8% | -1.9% | +1.0% |
| 30D | -9.3% | +3.5% | -12.8% | -11.0% |
| 3M | -19.0% | -10.0% | -8.9% | -14.0% |
| 6M | -5.2% | +4.5% | -9.7% | -8.0% |
| YTD | +40.6% | +12.6% | +28.0% | +30.0% |
| 1Y | +47.5% | +24.4% | +23.1% | +28.2% |
| 3Y | +133.9% | +150.6% | -16.7% | +21.5% |
| All | +82.7% | +34.9% | +47.7% | +34.5% |
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