+114.2%
ASML vs IBKR
+43.8%
+70.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -1.9% |
| 7D | +2.5% | -3.8% | +6.3% | +4.6% |
| 30D | -6.2% | -0.3% | -5.9% | -6.6% |
| 3M | -2.6% | +4.8% | -7.3% | -6.2% |
| 6M | +22.4% | +30.8% | -8.4% | +3.2% |
| YTD | +58.5% | +39.5% | +19.0% | +28.0% |
| 1Y | +114.2% | +43.7% | +70.5% | +77.9% |
| All | +114.2% | +43.8% | +70.3% | +77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling