+39.3%
ASML vs IWF
-6.4%
+45.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.8% | +3.0% |
| 7D | -9.0% | -5.0% | -4.0% | -1.1% |
| 30D | -21.0% | -13.2% | -7.7% | -0.5% |
| 3M | -16.3% | -9.4% | -6.9% | -1.6% |
| 6M | -7.5% | -8.6% | +1.0% | +7.8% |
| YTD | +34.0% | -5.3% | +39.3% | +48.6% |
| 1Y | +39.3% | -5.0% | +44.3% | +54.0% |
| All | +39.3% | -6.4% | +45.7% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling