+1,323.9%
ASML vs IBM
+154.6%
+1,169.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.2% |
| 7D | -19.0% | -4.3% | -14.7% | -17.6% |
| 30D | -25.9% | +11.7% | -37.6% | -29.0% |
| 3M | -19.1% | +5.5% | -24.5% | -21.2% |
| 6M | -5.7% | +9.5% | -15.2% | -15.6% |
| YTD | +27.6% | -14.9% | +42.5% | +27.3% |
| 1Y | +30.8% | -17.4% | +48.1% | +32.2% |
| 3Y | +116.2% | +83.3% | +33.0% | +34.2% |
| 5Y | +67.7% | +142.1% | -74.4% | -11.0% |
| All | +1,323.9% | +154.6% | +1,169.4% | +620.0% |
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