+46.6%
ASML vs IBM
-18.2%
+64.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.8% | +6.2% |
| 7D | -0.8% | -2.5% | +1.7% | -1.0% |
| 30D | -14.9% | +8.4% | -23.2% | -14.4% |
| 3M | -13.0% | +4.5% | -17.4% | -12.6% |
| 6M | -4.7% | +7.9% | -12.6% | -5.3% |
| YTD | +42.3% | -15.2% | +57.5% | +47.1% |
| All | +46.6% | -18.2% | +64.7% | +51.1% |
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