+164.9%
ASML vs IBB
+64.8%
+100.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.8% |
| 7D | +1.1% | +1.4% | -0.3% | +0.1% |
| 30D | +2.2% | +10.5% | -8.3% | -5.6% |
| 3M | -2.3% | +23.6% | -25.9% | -17.5% |
| 6M | +23.0% | +22.6% | +0.3% | +4.5% |
| YTD | +61.1% | +25.7% | +35.4% | +34.4% |
| 1Y | +129.1% | +51.4% | +77.7% | +66.0% |
| All | +164.9% | +64.8% | +100.1% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling