+133.9%
ASML vs IYR
+41.7%
+92.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +4.9% | +0.6% | +4.4% | +4.7% |
| 30D | -9.3% | +6.6% | -15.8% | -11.4% |
| 3M | -19.0% | -1.8% | -17.2% | -18.3% |
| 6M | -5.2% | +1.4% | -6.7% | -6.5% |
| YTD | +40.6% | +10.5% | +30.1% | +32.9% |
| 1Y | +47.5% | +10.6% | +36.9% | +39.2% |
| 3Y | +133.9% | +41.8% | +92.0% | +90.0% |
| All | +133.9% | +41.7% | +92.2% | +90.0% |
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