+3,457.4%
ASML vs IYR
+707.3%
+2,750.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.6% | -8.3% |
| 7D | -19.0% | +2.8% | -21.8% | -20.5% |
| 30D | -25.9% | +7.3% | -33.3% | -29.4% |
| 3M | -19.1% | -2.0% | -17.0% | -18.3% |
| 6M | -5.7% | +1.5% | -7.3% | -7.7% |
| YTD | +27.6% | +10.5% | +17.0% | +18.4% |
| 1Y | +30.8% | +10.5% | +20.2% | +21.2% |
| 3Y | +116.2% | +37.4% | +78.8% | +72.0% |
| 5Y | +67.7% | +5.9% | +61.8% | +59.8% |
| 10Y | +1,355.3% | +85.0% | +1,270.4% | +870.2% |
| All | +3,457.4% | +707.3% | +2,750.1% | +313.4% |
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