+1,504.8%
ASML vs IWF
+391.9%
+1,113.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +2.3% |
| 7D | -0.8% | -1.0% | +0.2% | +0.9% |
| 30D | -14.9% | -10.1% | -4.8% | -1.4% |
| 3M | -13.0% | -7.6% | -5.4% | -2.8% |
| 6M | -4.7% | -6.7% | +2.0% | +6.0% |
| YTD | +42.3% | -2.5% | +44.9% | +50.4% |
| 1Y | +49.7% | -2.1% | +51.8% | +57.4% |
| 3Y | +144.3% | +68.6% | +75.6% | +29.0% |
| 5Y | +86.4% | +55.8% | +30.5% | +12.1% |
| 10Y | +1,504.8% | +383.3% | +1,121.6% | +143.1% |
| All | +1,504.8% | +391.9% | +1,113.0% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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