+1,395.4%
ASML vs IBN
+367.6%
+1,027.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.2% | +0.8% | +3.5% |
| 7D | -9.0% | +15.1% | -24.1% | -13.9% |
| 30D | -21.0% | +21.6% | -42.6% | -27.0% |
| 3M | -16.3% | +11.2% | -27.5% | -20.1% |
| 6M | -7.5% | +27.8% | -35.3% | -16.6% |
| YTD | +34.0% | +14.7% | +19.3% | +26.1% |
| 1Y | +39.3% | +14.4% | +24.9% | +31.1% |
| 3Y | +128.9% | +52.1% | +76.8% | +90.2% |
| 5Y | +76.1% | +70.7% | +5.4% | +40.5% |
| All | +1,395.4% | +367.6% | +1,027.8% | +802.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling