+45.2%
ASML vs IWF
-3.5%
+48.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -1.8% |
| 7D | +10.4% | +5.3% | +5.1% | +1.7% |
| 30D | -12.7% | -8.6% | -4.1% | +1.3% |
| 3M | -17.2% | -6.5% | -10.6% | -7.3% |
| 6M | -1.3% | -5.6% | +4.3% | +9.5% |
| YTD | +40.8% | -1.5% | +42.3% | +47.4% |
| 1Y | +45.2% | -2.8% | +48.0% | +55.2% |
| All | +45.2% | -3.5% | +48.7% | +55.2% |
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