+67.7%
ASML vs IBN
+63.6%
+4.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.1% | -13.4% | -11.6% |
| 7D | -19.0% | +11.7% | -30.7% | -24.5% |
| 30D | -25.9% | +16.1% | -42.0% | -32.7% |
| 3M | -19.1% | +7.0% | -26.1% | -23.0% |
| 6M | -5.7% | +26.1% | -31.8% | -19.6% |
| YTD | +27.6% | +10.1% | +17.5% | +18.3% |
| 1Y | +30.8% | +8.0% | +22.8% | +22.6% |
| 3Y | +116.2% | +46.0% | +70.2% | +53.3% |
| 5Y | +67.7% | +63.9% | +3.8% | +2.1% |
| All | +67.7% | +63.6% | +4.0% | +2.1% |
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