+108.6%
ASML vs IYR
+4.5%
+104.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.7% |
| 7D | +1.1% | -1.2% | +2.4% | +2.0% |
| 30D | +2.2% | -2.9% | +5.0% | +4.4% |
| 3M | -2.3% | +0.8% | -3.1% | -4.3% |
| 6M | +23.0% | +1.9% | +21.1% | +19.7% |
| YTD | +61.1% | +9.6% | +51.4% | +47.1% |
| 1Y | +129.1% | +8.1% | +121.0% | +111.2% |
| 3Y | +165.4% | +29.2% | +136.2% | +99.1% |
| All | +108.6% | +4.5% | +104.1% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling