+97,349.8%
ASML vs IBM
+2,379.5%
+94,970.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | -0.3% | +1.4% | +1.3% |
| 30D | +2.2% | +0.3% | +1.9% | +1.7% |
| 3M | -2.3% | -21.6% | +19.3% | +7.1% |
| 6M | +23.0% | -4.7% | +27.7% | +14.3% |
| YTD | +61.1% | -19.1% | +80.1% | +63.6% |
| 1Y | +129.1% | -2.5% | +131.6% | +102.4% |
| 3Y | +165.4% | +74.2% | +91.2% | +50.4% |
| 5Y | +109.5% | +113.1% | -3.7% | +1.7% |
| 10Y | +1,645.7% | +133.5% | +1,512.2% | +639.4% |
| All | +97,349.8% | +2,379.5% | +94,970.3% | +10,940.6% |
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