+46.0%
ASML vs IWF
-4.2%
+50.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +1.0% |
| 7D | -2.9% | -2.9% | +0.1% | +2.0% |
| 30D | -15.2% | -10.9% | -4.3% | +2.5% |
| 3M | -12.9% | -8.1% | -4.8% | +0.1% |
| 6M | -5.0% | -7.5% | +2.5% | +8.9% |
| YTD | +41.8% | -3.4% | +45.2% | +53.0% |
| 1Y | +46.0% | -5.0% | +51.0% | +61.7% |
| All | +46.0% | -4.2% | +50.2% | +61.7% |
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