+161.3%
IWM vs ASML
+1,525.9%
-1,364.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.2% | -3.0% | +1.1% |
| 7D | +1.2% | -0.8% | +2.1% | +1.3% |
| 30D | +1.3% | -14.9% | +16.2% | +6.7% |
| 3M | -6.1% | -13.0% | +6.9% | -2.2% |
| 6M | -0.1% | -4.7% | +4.6% | -0.8% |
| YTD | +15.5% | +42.3% | -26.8% | -2.0% |
| 1Y | +18.1% | +49.7% | -31.6% | -2.0% |
| 3Y | +74.6% | +144.3% | -69.6% | +12.4% |
| 5Y | +24.6% | +86.4% | -61.7% | -14.6% |
| 10Y | +161.3% | +1,504.8% | -1,343.6% | -17.4% |
| All | +161.3% | +1,525.9% | -1,364.6% | -17.4% |
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