+115.6%
ASML vs IBKR
+478.5%
-362.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.8% |
| 7D | +6.0% | +0.6% | +5.3% | +5.5% |
| 30D | +1.4% | +3.7% | -2.3% | -1.0% |
| 3M | +1.0% | +4.2% | -3.2% | -2.1% |
| 6M | +37.0% | +36.6% | +0.3% | +15.5% |
| YTD | +65.8% | +41.9% | +23.9% | +36.7% |
| 1Y | +123.1% | +49.5% | +73.6% | +78.3% |
| 3Y | +188.2% | +291.3% | -103.2% | +30.2% |
| 5Y | +115.6% | +492.7% | -377.1% | -27.7% |
| All | +115.6% | +478.5% | -362.9% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling