+1,395.4%
ASML vs IBM
+152.4%
+1,243.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.3% |
| 7D | -9.0% | -5.0% | -4.0% | -7.2% |
| 30D | -21.0% | +11.1% | -32.1% | -24.1% |
| 3M | -16.3% | +5.7% | -22.0% | -18.6% |
| 6M | -7.5% | +10.1% | -17.6% | -17.5% |
| YTD | +34.0% | -15.6% | +49.6% | +34.1% |
| 1Y | +39.3% | -19.5% | +58.8% | +42.8% |
| 3Y | +128.9% | +80.4% | +48.5% | +43.1% |
| 5Y | +76.1% | +140.0% | -63.9% | -6.3% |
| All | +1,395.4% | +152.4% | +1,243.0% | +658.5% |
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