+159.0%
IWM vs ASML
+1,337.0%
-1,178.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.3% | +4.7% | -1.3% |
| 7D | -4.6% | -19.0% | +14.5% | +2.5% |
| 30D | -3.7% | -25.9% | +22.3% | +6.5% |
| 3M | -9.4% | -19.1% | +9.7% | -3.2% |
| 6M | -3.6% | -5.7% | +2.1% | -4.1% |
| YTD | +10.8% | +27.6% | -16.8% | -2.3% |
| 1Y | +11.9% | +30.8% | -18.9% | -2.6% |
| 3Y | +60.6% | +116.2% | -55.7% | +8.0% |
| 5Y | +19.2% | +67.7% | -48.5% | -15.2% |
| All | +159.0% | +1,337.0% | -1,178.0% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling