+3,970.0%
ASML vs IWF
+640.3%
+3,329.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.4% | -2.9% | 0.0% |
| 7D | -19.0% | -8.9% | -10.2% | -7.0% |
| 30D | -25.9% | -14.6% | -11.4% | -6.4% |
| 3M | -19.1% | -10.8% | -8.2% | -4.0% |
| 6M | -5.7% | -8.2% | +2.5% | +8.1% |
| YTD | +27.6% | -6.5% | +34.1% | +43.2% |
| 1Y | +30.8% | -7.7% | +38.5% | +49.8% |
| 3Y | +116.2% | +63.5% | +52.7% | +9.4% |
| 5Y | +67.7% | +48.9% | +18.8% | +0.7% |
| 10Y | +1,355.3% | +379.7% | +975.7% | +50.9% |
| All | +3,970.0% | +640.3% | +3,329.8% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling