+5,866.0%
ASML vs IBKR
+1,208.9%
+4,657.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.6% | -1.1% |
| 7D | +2.5% | +5.9% | -3.4% | +0.1% |
| 30D | -12.2% | -6.1% | -6.1% | -9.6% |
| 3M | -14.6% | -8.0% | -6.6% | -11.7% |
| 6M | -1.7% | -2.7% | +0.9% | -1.3% |
| YTD | +44.3% | +28.7% | +15.6% | +28.0% |
| 1Y | +51.0% | +16.9% | +34.1% | +39.4% |
| 3Y | +137.6% | +306.9% | -169.3% | +22.3% |
| 5Y | +92.7% | +363.0% | -270.2% | -7.5% |
| 10Y | +1,582.8% | +854.9% | +727.9% | +467.9% |
| All | +5,866.0% | +1,208.9% | +4,657.1% | +1,265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling