+6,558.8%
ASML vs IBKR
+1,369.6%
+5,189.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +1.1% | -3.3% | +4.4% | +2.4% |
| 30D | +2.2% | +4.5% | -2.3% | -0.2% |
| 3M | -2.3% | +6.5% | -8.8% | -5.6% |
| 6M | +23.0% | +34.2% | -11.2% | +7.2% |
| YTD | +61.1% | +44.5% | +16.6% | +35.6% |
| 1Y | +129.1% | +44.7% | +84.4% | +91.6% |
| 3Y | +165.4% | +306.7% | -141.4% | +36.3% |
| 5Y | +109.5% | +489.9% | -380.4% | -9.9% |
| 10Y | +1,645.7% | +1,019.5% | +626.2% | +448.1% |
| All | +6,558.8% | +1,369.6% | +5,189.2% | +1,347.5% |
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