+62.6%
IWM vs ASML
+118.1%
-55.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.3% | +4.7% | -2.3% |
| 7D | -4.6% | -19.0% | +14.5% | +0.4% |
| 30D | -3.7% | -25.9% | +22.3% | +3.5% |
| 3M | -9.4% | -19.1% | +9.7% | -5.0% |
| 6M | -3.6% | -5.7% | +2.1% | -4.0% |
| YTD | +10.8% | +27.6% | -16.8% | +1.4% |
| 1Y | +11.9% | +30.8% | -18.9% | +1.5% |
| All | +62.6% | +118.1% | -55.5% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling