+3,949.2%
ASML vs IBN
+1,532.9%
+2,416.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | +1.1% | +1.4% | -0.3% | +0.7% |
| 30D | +2.2% | -0.3% | +2.5% | +2.2% |
| 3M | -2.3% | +17.1% | -19.4% | -7.0% |
| 6M | +23.0% | +3.4% | +19.6% | +21.7% |
| YTD | +61.1% | +2.5% | +58.5% | +59.7% |
| 1Y | +129.1% | -4.2% | +133.3% | +131.1% |
| 3Y | +165.4% | +32.4% | +133.0% | +141.4% |
| 5Y | +109.5% | +59.2% | +50.3% | +81.5% |
| 10Y | +1,645.7% | +345.7% | +1,300.0% | +960.4% |
| All | +3,949.2% | +1,532.9% | +2,416.3% | +1,129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling