+67.7%
ASML vs IBM
+146.4%
-78.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.6% |
| 7D | -19.0% | -4.3% | -14.7% | -18.0% |
| 30D | -25.9% | +11.7% | -37.6% | -28.1% |
| 3M | -19.1% | +5.5% | -24.5% | -20.5% |
| 6M | -5.7% | +9.5% | -15.2% | -14.4% |
| YTD | +27.6% | -14.9% | +42.5% | +28.8% |
| 1Y | +30.8% | -17.4% | +48.1% | +33.9% |
| 3Y | +116.2% | +83.3% | +33.0% | +22.2% |
| 5Y | +67.7% | +142.1% | -74.4% | -20.8% |
| All | +67.7% | +146.4% | -78.7% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling