+84.0%
ASML vs IBN
+72.7%
+11.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.9% |
| 7D | +10.4% | +5.7% | +4.6% | +7.0% |
| 30D | -12.7% | +20.5% | -33.2% | -22.2% |
| 3M | -17.2% | +15.2% | -32.4% | -24.4% |
| 6M | -1.3% | +34.5% | -35.8% | -18.9% |
| YTD | +40.8% | +16.4% | +24.4% | +26.6% |
| 1Y | +45.2% | +13.5% | +31.7% | +32.5% |
| 3Y | +131.8% | +55.4% | +76.4% | +58.4% |
| 5Y | +84.0% | +73.1% | +11.0% | +10.0% |
| All | +84.0% | +72.7% | +11.3% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling