+67.7%
ASML vs IBB
+34.6%
+33.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.0% | -4.3% | -5.0% |
| 7D | -19.0% | -3.6% | -15.4% | -16.3% |
| 30D | -25.9% | +3.4% | -29.3% | -28.1% |
| 3M | -19.1% | +9.5% | -28.5% | -26.2% |
| 6M | -5.7% | +23.3% | -29.0% | -23.3% |
| YTD | +27.6% | +24.5% | +3.0% | +2.8% |
| 1Y | +30.8% | +32.9% | -2.1% | -1.1% |
| 3Y | +116.2% | +76.6% | +39.7% | +20.6% |
| 5Y | +67.7% | +35.5% | +32.2% | +17.2% |
| All | +67.7% | +34.6% | +33.1% | +17.2% |
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