+39.3%
ASML vs IBM
-18.1%
+57.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.0% |
| 7D | -9.0% | -5.0% | -4.0% | -9.2% |
| 30D | -21.0% | +11.1% | -32.1% | -20.4% |
| 3M | -16.3% | +5.7% | -22.0% | -15.9% |
| 6M | -7.5% | +10.1% | -17.6% | -8.3% |
| YTD | +34.0% | -15.6% | +49.6% | +38.4% |
| 1Y | +39.3% | -19.5% | +58.8% | +44.0% |
| All | +39.3% | -18.1% | +57.3% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling