+164.9%
ASML vs IYR
+29.6%
+135.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | +1.1% | -1.2% | +2.4% | +1.6% |
| 30D | +2.2% | -2.9% | +5.0% | +3.4% |
| 3M | -2.3% | +0.8% | -3.1% | -3.6% |
| 6M | +23.0% | +1.9% | +21.1% | +20.7% |
| YTD | +61.1% | +9.6% | +51.4% | +52.2% |
| 1Y | +129.1% | +8.1% | +121.0% | +117.7% |
| All | +164.9% | +29.6% | +135.3% | +112.7% |
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 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