+1,534.9%
ASML vs IYR
+86.1%
+1,448.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | -2.9% | +2.1% | -5.0% | -4.3% |
| 30D | -15.2% | +7.2% | -22.4% | -19.6% |
| 3M | -12.9% | +0.4% | -13.3% | -13.4% |
| 6M | -5.0% | +1.4% | -6.5% | -7.3% |
| YTD | +41.8% | +11.3% | +30.5% | +29.1% |
| 1Y | +46.0% | +10.5% | +35.6% | +33.6% |
| 3Y | +133.5% | +41.7% | +91.8% | +71.4% |
| 5Y | +93.0% | +7.1% | +85.9% | +78.1% |
| 10Y | +1,534.9% | +89.1% | +1,445.8% | +955.2% |
| All | +1,534.9% | +86.1% | +1,448.8% | +955.2% |
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