+164.9%
ASML vs IWD
+70.7%
+94.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +5.2% |
| 7D | +1.1% | -0.3% | +1.4% | +1.4% |
| 30D | +2.2% | +0.6% | +1.6% | +1.1% |
| 3M | -2.3% | +7.2% | -9.5% | -12.3% |
| 6M | +23.0% | +16.2% | +6.8% | -1.3% |
| YTD | +61.1% | +23.3% | +37.7% | +19.5% |
| 1Y | +129.1% | +29.6% | +99.5% | +59.3% |
| All | +164.9% | +70.7% | +94.3% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling