+108.6%
ASML vs IBB
+22.5%
+86.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.9% |
| 7D | +1.1% | +1.4% | -0.3% | -0.2% |
| 30D | +2.2% | +10.5% | -8.3% | -7.3% |
| 3M | -2.3% | +23.6% | -25.9% | -20.3% |
| 6M | +23.0% | +22.6% | +0.3% | +1.1% |
| YTD | +61.1% | +25.7% | +35.4% | +29.2% |
| 1Y | +129.1% | +51.4% | +77.7% | +54.1% |
| 3Y | +165.4% | +64.4% | +101.0% | +60.9% |
| All | +108.6% | +22.5% | +86.1% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling