+164.9%
ASML vs IBM
+74.2%
+90.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | +2.2% | +0.3% | +1.9% | +2.1% |
| 3M | -2.3% | -21.6% | +19.3% | +1.6% |
| 6M | +23.0% | -4.7% | +27.7% | +19.2% |
| YTD | +61.1% | -19.1% | +80.1% | +65.1% |
| 1Y | +129.1% | -2.5% | +131.6% | +113.0% |
| All | +164.9% | +74.2% | +90.8% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling