+144.3%
ASML vs IYR
+40.6%
+103.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.6% |
| 7D | -0.8% | +2.3% | -3.1% | -1.6% |
| 30D | -14.9% | +7.4% | -22.3% | -17.2% |
| 3M | -13.0% | -0.7% | -12.3% | -12.7% |
| 6M | -4.7% | +1.6% | -6.3% | -6.0% |
| YTD | +42.3% | +11.6% | +30.7% | +33.9% |
| 1Y | +49.7% | +10.5% | +39.2% | +41.4% |
| 3Y | +144.3% | +43.4% | +100.9% | +94.3% |
| All | +144.3% | +40.6% | +103.7% | +94.3% |
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