+129.1%
ASML vs IBN
-4.0%
+133.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | +1.1% | +1.4% | -0.3% | +0.5% |
| 30D | +2.2% | -0.3% | +2.5% | +2.3% |
| 3M | -2.3% | +17.1% | -19.4% | -10.0% |
| 6M | +23.0% | +3.4% | +19.6% | +16.0% |
| YTD | +61.1% | +2.5% | +58.5% | +52.0% |
| 1Y | +129.1% | -4.2% | +133.3% | +118.0% |
| All | +129.1% | -4.0% | +133.1% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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