+85,040.9%
ASML vs IBM
+2,584.6%
+82,456.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.7% |
| 7D | -10.0% | +0.4% | -10.5% | -10.3% |
| 30D | -19.4% | +14.8% | -34.2% | -26.3% |
| 3M | -12.5% | +8.9% | -21.4% | -18.1% |
| 6M | +8.2% | +12.4% | -4.2% | -9.6% |
| YTD | +40.7% | -12.4% | +53.1% | +34.6% |
| 1Y | +46.1% | -13.3% | +59.4% | +40.2% |
| 3Y | +138.5% | +88.6% | +49.9% | +27.5% |
| 5Y | +84.2% | +154.8% | -70.6% | -20.7% |
| 10Y | +1,505.1% | +164.7% | +1,340.5% | +519.6% |
| All | +85,040.9% | +2,584.6% | +82,456.3% | +8,986.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling