+1,323.9%
ASML vs IWD
+208.6%
+1,115.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -6.1% |
| 7D | -19.0% | -0.9% | -18.1% | -18.0% |
| 30D | -25.9% | +2.6% | -28.6% | -28.3% |
| 3M | -19.1% | +1.2% | -20.3% | -20.5% |
| 6M | -5.7% | +12.1% | -17.8% | -18.3% |
| YTD | +27.6% | +24.1% | +3.4% | -1.7% |
| 1Y | +30.8% | +28.5% | +2.3% | -3.4% |
| 3Y | +116.2% | +79.5% | +36.7% | +7.2% |
| 5Y | +67.7% | +70.3% | -2.6% | -8.5% |
| All | +1,323.9% | +208.6% | +1,115.3% | +418.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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