+1,644.6%
ASML vs IBB
+132.1%
+1,512.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.9% |
| 7D | +1.1% | +1.4% | -0.3% | -0.1% |
| 30D | +2.2% | +10.5% | -8.3% | -6.7% |
| 3M | -2.3% | +23.6% | -25.9% | -19.2% |
| 6M | +23.0% | +22.6% | +0.3% | +2.5% |
| YTD | +61.1% | +25.7% | +35.4% | +31.3% |
| 1Y | +129.1% | +51.4% | +77.7% | +59.0% |
| 3Y | +165.4% | +64.4% | +101.0% | +68.8% |
| 5Y | +109.5% | +22.1% | +87.3% | +71.0% |
| All | +1,644.6% | +132.1% | +1,512.5% | +862.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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