+808.3%
IWM vs ASML
+5,177.1%
-4,368.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -1.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | -1.3% | +2.2% | -3.4% | -2.1% |
| 3M | +1.6% | -2.3% | +3.9% | +1.2% |
| 6M | +13.6% | +23.0% | -9.4% | +4.1% |
| YTD | +20.8% | +61.1% | -40.3% | +0.7% |
| 1Y | +26.4% | +129.1% | -102.7% | -6.7% |
| 3Y | +60.7% | +165.4% | -104.7% | +7.7% |
| 5Y | +38.2% | +109.5% | -71.3% | -3.5% |
| 10Y | +169.5% | +1,645.7% | -1,476.2% | -9.6% |
| All | +808.3% | +5,177.1% | -4,368.8% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling