+46.6%
ASML vs IBN
+14.7%
+31.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.6% | +5.8% |
| 7D | -0.8% | +14.6% | -15.4% | -4.5% |
| 30D | -14.9% | +23.5% | -38.4% | -20.8% |
| 3M | -13.0% | +14.0% | -27.0% | -15.8% |
| 6M | -4.7% | +31.1% | -35.8% | -16.5% |
| YTD | +42.3% | +16.6% | +25.7% | +28.4% |
| All | +46.6% | +14.7% | +31.8% | +31.3% |
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 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