+161.6%
IWM vs ASML
+1,409.1%
-1,247.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | -0.8% |
| 7D | -2.0% | -9.0% | +7.0% | +1.1% |
| 30D | -1.5% | -21.0% | +19.5% | +6.5% |
| 3M | -8.0% | -16.3% | +8.3% | -2.9% |
| 6M | -4.1% | -7.5% | +3.4% | -3.8% |
| YTD | +11.9% | +34.0% | -22.1% | -3.1% |
| 1Y | +15.0% | +39.3% | -24.3% | -2.1% |
| 3Y | +64.2% | +128.9% | -64.7% | +8.2% |
| 5Y | +20.4% | +76.1% | -55.7% | -15.8% |
| All | +161.6% | +1,409.1% | -1,247.5% | -13.9% |
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