+1,644.6%
ASML vs IWD
+197.9%
+1,446.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +5.0% |
| 7D | +1.1% | -0.3% | +1.4% | +1.4% |
| 30D | +2.2% | +0.6% | +1.6% | +1.3% |
| 3M | -2.3% | +7.2% | -9.5% | -10.6% |
| 6M | +23.0% | +16.2% | +6.8% | +2.6% |
| YTD | +61.1% | +23.3% | +37.7% | +25.3% |
| 1Y | +129.1% | +29.6% | +99.5% | +67.9% |
| 3Y | +165.4% | +70.5% | +94.9% | +40.4% |
| 5Y | +109.5% | +73.5% | +36.0% | +12.4% |
| All | +1,644.6% | +197.9% | +1,446.7% | +470.9% |
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