+140.3%
ASML vs IBN
+39.5%
+100.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.8% | -7.3% | -4.8% |
| 7D | -10.0% | +8.9% | -18.9% | -12.6% |
| 30D | -19.4% | +12.6% | -32.1% | -22.9% |
| 3M | -12.5% | +3.1% | -15.5% | -13.6% |
| 6M | +8.2% | +20.6% | -12.4% | 0.0% |
| YTD | +40.7% | +5.8% | +34.9% | +35.8% |
| 1Y | +46.1% | +3.7% | +42.5% | +41.8% |
| All | +140.3% | +39.5% | +100.8% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling