+164.9%
ASML vs IBN
+32.1%
+132.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | +1.1% | +1.4% | -0.3% | +0.5% |
| 30D | +2.2% | -0.3% | +2.5% | +2.2% |
| 3M | -2.3% | +17.1% | -19.4% | -8.8% |
| 6M | +23.0% | +3.4% | +19.6% | +20.0% |
| YTD | +61.1% | +2.5% | +58.5% | +57.4% |
| 1Y | +129.1% | -4.2% | +133.3% | +128.0% |
| All | +164.9% | +32.1% | +132.9% | +127.0% |
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