+3,970.0%
ASML vs IWD
+731.9%
+3,238.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -5.9% |
| 7D | -19.0% | -0.9% | -18.1% | -18.0% |
| 30D | -25.9% | +2.6% | -28.6% | -28.4% |
| 3M | -19.1% | +1.2% | -20.3% | -20.6% |
| 6M | -5.7% | +12.1% | -17.8% | -18.8% |
| YTD | +27.6% | +24.1% | +3.4% | -2.8% |
| 1Y | +30.8% | +28.5% | +2.3% | -4.8% |
| 3Y | +116.2% | +79.5% | +36.7% | +2.8% |
| 5Y | +67.7% | +70.3% | -2.6% | -11.0% |
| 10Y | +1,355.3% | +212.5% | +1,142.8% | +246.5% |
| All | +3,970.0% | +731.9% | +3,238.1% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling