+1,504.8%
ASML vs IBM
+152.9%
+1,351.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.8% | +6.0% |
| 7D | -0.8% | -2.5% | +1.7% | +0.2% |
| 30D | -14.9% | +8.4% | -23.2% | -17.5% |
| 3M | -13.0% | +4.5% | -17.4% | -14.9% |
| 6M | -4.7% | +7.9% | -12.6% | -14.0% |
| YTD | +42.3% | -15.2% | +57.5% | +42.2% |
| 1Y | +49.7% | -17.6% | +67.3% | +51.6% |
| 3Y | +144.3% | +82.1% | +62.2% | +52.1% |
| 5Y | +86.4% | +143.3% | -57.0% | -1.4% |
| 10Y | +1,504.8% | +149.9% | +1,354.9% | +712.3% |
| All | +1,504.8% | +152.9% | +1,351.9% | +712.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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