+1,767.1%
ASML vs IBKR
+988.4%
+778.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | +2.8% | +1.3% | +1.5% | +2.0% |
| 30D | -0.2% | -0.3% | +0.1% | -0.5% |
| 3M | -2.6% | +4.7% | -7.3% | -5.6% |
| 6M | +27.9% | +34.0% | -6.2% | +10.0% |
| YTD | +62.4% | +40.8% | +21.6% | +36.2% |
| 1Y | +116.2% | +45.7% | +70.5% | +77.5% |
| 3Y | +182.4% | +288.4% | -106.0% | +38.3% |
| 5Y | +112.4% | +487.2% | -374.8% | -17.2% |
| 10Y | +1,767.1% | +991.2% | +775.9% | +544.8% |
| All | +1,767.1% | +988.4% | +778.6% | +544.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 10y: compounded portfolio wealth divided by compounded IBKR 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…
10y analysis · Full analysis span regression · 6 months rolling