+1,557.1%
ASML vs IBN
+385.6%
+1,171.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +4.9% | +1.9% | +3.1% | +4.2% |
| 30D | -9.3% | +22.1% | -31.4% | -16.3% |
| 3M | -19.0% | +17.1% | -36.1% | -24.2% |
| 6M | -5.2% | +35.5% | -40.8% | -16.4% |
| YTD | +40.6% | +16.8% | +23.8% | +31.4% |
| 1Y | +47.5% | +12.4% | +35.1% | +39.8% |
| 3Y | +133.9% | +58.0% | +75.8% | +91.3% |
| 5Y | +83.8% | +73.7% | +10.1% | +45.5% |
| All | +1,557.1% | +385.6% | +1,171.5% | +884.4% |
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