+44,647.4%
ASML vs IVZ
+1,117.8%
+43,529.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.7% |
| 7D | +1.1% | +0.6% | +0.5% | +0.8% |
| 30D | +2.2% | +4.0% | -1.8% | +0.2% |
| 3M | -2.3% | +18.2% | -20.5% | -9.7% |
| 6M | +23.0% | +32.8% | -9.9% | +7.8% |
| YTD | +61.1% | +28.7% | +32.3% | +42.7% |
| 1Y | +129.1% | +55.4% | +73.7% | +85.4% |
| 3Y | +165.4% | +135.2% | +30.1% | +70.5% |
| 5Y | +109.5% | +64.2% | +45.3% | +57.2% |
| 10Y | +1,645.7% | +64.6% | +1,581.1% | +1,038.1% |
| All | +44,647.4% | +1,117.8% | +43,529.5% | +10,608.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling