+7,454.2%
ASML vs IBB
+560.8%
+6,893.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | -2.3% | +23.6% | -25.9% | -18.8% |
| 6M | +23.0% | +22.6% | +0.3% | +3.0% |
| YTD | +61.1% | +25.7% | +35.4% | +32.0% |
| 1Y | +129.1% | +51.4% | +77.7% | +60.5% |
| 3Y | +165.4% | +64.4% | +101.0% | +71.2% |
| 5Y | +109.5% | +22.1% | +87.3% | +74.8% |
| 10Y | +1,645.7% | +132.5% | +1,513.3% | +742.4% |
| All | +7,454.2% | +560.8% | +6,893.4% | +973.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling