+5,884.1%
ASML vs IBB
+554.8%
+5,329.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.0% | -4.3% | -5.2% |
| 7D | -19.0% | -3.6% | -15.4% | -16.5% |
| 30D | -25.9% | +3.4% | -29.3% | -28.0% |
| 3M | -19.1% | +9.5% | -28.5% | -25.7% |
| 6M | -5.7% | +23.3% | -29.0% | -21.8% |
| YTD | +27.6% | +24.5% | +3.0% | +4.9% |
| 1Y | +30.8% | +32.9% | -2.1% | +1.6% |
| 3Y | +116.2% | +76.6% | +39.7% | +31.0% |
| 5Y | +67.7% | +35.5% | +32.2% | +28.1% |
| 10Y | +1,355.3% | +156.7% | +1,198.6% | +548.1% |
| All | +5,884.1% | +554.8% | +5,329.3% | +753.2% |
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 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