+4,390.8%
ASML vs IYR
+700.6%
+3,690.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.6% |
| 7D | +1.1% | -1.2% | +2.4% | +1.9% |
| 30D | +2.2% | -2.9% | +5.0% | +4.0% |
| 3M | -2.3% | +0.8% | -3.1% | -3.7% |
| 6M | +23.0% | +1.9% | +21.1% | +20.7% |
| YTD | +61.1% | +9.6% | +51.4% | +50.7% |
| 1Y | +129.1% | +8.1% | +121.0% | +115.9% |
| 3Y | +165.4% | +29.2% | +136.2% | +120.0% |
| 5Y | +109.5% | +4.3% | +105.2% | +101.8% |
| 10Y | +1,645.7% | +64.7% | +1,581.0% | +1,150.5% |
| All | +4,390.8% | +700.6% | +3,690.2% | +426.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling