+47.5%
ASML vs IBM
-18.7%
+66.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | +4.9% | +1.6% | +3.4% | +5.0% |
| 30D | -9.3% | +9.2% | -18.5% | -8.7% |
| 3M | -19.0% | +4.9% | -23.9% | -18.6% |
| 6M | -5.2% | +16.8% | -22.0% | -6.0% |
| YTD | +40.6% | -14.3% | +54.9% | +45.8% |
| 1Y | +47.5% | -16.7% | +64.2% | +52.4% |
| All | +47.5% | -18.7% | +66.2% | +52.4% |
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