+26.4%
IWM vs ASML
+134.2%
-107.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -0.7% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | -1.3% | +2.2% | -3.4% | -1.9% |
| 3M | +1.6% | -2.3% | +3.9% | +1.1% |
| 6M | +13.6% | +23.0% | -9.4% | +5.3% |
| YTD | +20.8% | +61.1% | -40.3% | +4.8% |
| 1Y | +26.4% | +129.1% | -102.7% | -0.1% |
| All | +26.4% | +134.2% | -107.8% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 1y: compounded portfolio wealth divided by compounded ASML 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…
1y analysis · Full analysis span regression · 6 months rolling