+773.8%
IWM vs ASML
+4,510.5%
-3,736.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +2.7% |
| 7D | +1.0% | -10.0% | +11.0% | +4.4% |
| 30D | +0.2% | -19.4% | +19.7% | +7.2% |
| 3M | -5.6% | -12.5% | +6.9% | -2.1% |
| 6M | +2.7% | +8.2% | -5.5% | -2.0% |
| YTD | +16.2% | +40.7% | -24.6% | +0.7% |
| 1Y | +18.9% | +46.1% | -27.2% | +1.6% |
| 3Y | +68.3% | +138.5% | -70.2% | +16.3% |
| 5Y | +26.7% | +84.2% | -57.5% | -7.9% |
| 10Y | +178.1% | +1,505.1% | -1,327.0% | -4.5% |
| All | +773.8% | +4,510.5% | -3,736.8% | +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