+39.3%
ASML vs IBN
+14.0%
+25.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.2% | +0.8% | +4.0% |
| 7D | -9.0% | +15.1% | -24.1% | -12.6% |
| 30D | -21.0% | +21.6% | -42.6% | -26.1% |
| 3M | -16.3% | +11.2% | -27.5% | -18.3% |
| 6M | -7.5% | +27.8% | -35.3% | -18.0% |
| YTD | +34.0% | +14.7% | +19.3% | +21.6% |
| 1Y | +39.3% | +14.4% | +24.9% | +26.4% |
| All | +39.3% | +14.0% | +25.3% | +26.4% |
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 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