+117.9%
ASML vs IYR
+37.4%
+80.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.6% | -8.7% |
| 7D | -19.0% | +2.8% | -21.8% | -19.8% |
| 30D | -25.9% | +7.3% | -33.3% | -27.9% |
| 3M | -19.1% | -2.0% | -17.0% | -18.4% |
| 6M | -5.7% | +1.5% | -7.3% | -7.1% |
| YTD | +27.6% | +10.5% | +17.0% | +20.4% |
| 1Y | +30.8% | +10.5% | +20.2% | +23.3% |
| All | +117.9% | +37.4% | +80.5% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling