-5.6%
IWM vs ASML
-11.9%
+6.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +2.0% |
| 7D | +1.0% | -10.0% | +11.0% | +2.4% |
| 30D | +0.2% | -19.4% | +19.7% | +3.1% |
| 3M | -5.6% | -12.5% | +6.9% | -3.8% |
| All | -5.6% | -11.9% | +6.3% | -3.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling