+1,395.4%
ASML vs IWD
+207.5%
+1,187.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.5% |
| 7D | -9.0% | -0.5% | -8.6% | -8.5% |
| 30D | -21.0% | +2.7% | -23.6% | -23.5% |
| 3M | -16.3% | +0.9% | -17.2% | -17.4% |
| 6M | -7.5% | +10.5% | -18.1% | -18.5% |
| YTD | +34.0% | +23.7% | +10.3% | +3.7% |
| 1Y | +39.3% | +28.7% | +10.6% | +2.6% |
| 3Y | +128.9% | +79.7% | +49.1% | +13.3% |
| 5Y | +76.1% | +69.7% | +6.4% | -3.5% |
| All | +1,395.4% | +207.5% | +1,187.9% | +447.1% |
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