+1,395.4%
ASML vs IYR
+82.1%
+1,313.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.5% |
| 7D | -9.0% | +2.0% | -11.0% | -10.4% |
| 30D | -21.0% | +8.2% | -29.2% | -25.6% |
| 3M | -16.3% | -1.7% | -14.6% | -15.6% |
| 6M | -7.5% | -0.4% | -7.1% | -8.5% |
| YTD | +34.0% | +9.9% | +24.1% | +23.1% |
| 1Y | +39.3% | +10.4% | +28.8% | +27.2% |
| 3Y | +128.9% | +38.4% | +90.4% | +70.9% |
| 5Y | +76.1% | +5.2% | +70.9% | +64.5% |
| All | +1,395.4% | +82.1% | +1,313.3% | +870.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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