+1,504.8%
ASML vs IBN
+368.7%
+1,136.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.6% | +5.6% |
| 7D | -0.8% | +14.6% | -15.4% | -6.0% |
| 30D | -14.9% | +23.5% | -38.4% | -21.8% |
| 3M | -13.0% | +14.0% | -27.0% | -17.7% |
| 6M | -4.7% | +31.1% | -35.8% | -14.9% |
| YTD | +42.3% | +16.6% | +25.7% | +33.1% |
| 1Y | +49.7% | +14.9% | +34.8% | +40.7% |
| 3Y | +144.3% | +56.9% | +87.4% | +100.4% |
| 5Y | +86.4% | +69.7% | +16.7% | +48.6% |
| 10Y | +1,504.8% | +365.4% | +1,139.5% | +855.2% |
| All | +1,504.8% | +368.7% | +1,136.2% | +855.2% |
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