+1,767.1%
ASML vs IJH
+176.8%
+1,590.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -0.8% |
| 7D | +2.8% | -0.7% | +3.5% | +3.6% |
| 30D | -0.2% | -3.8% | +3.6% | +4.4% |
| 3M | -2.6% | 0.0% | -2.6% | -2.0% |
| 6M | +27.9% | +8.8% | +19.1% | +18.4% |
| YTD | +62.4% | +13.5% | +48.9% | +44.0% |
| 1Y | +116.2% | +15.4% | +100.8% | +88.2% |
| 3Y | +182.4% | +50.9% | +131.5% | +84.8% |
| 5Y | +112.4% | +47.8% | +64.6% | +46.3% |
| 10Y | +1,767.1% | +183.1% | +1,584.0% | +639.3% |
| All | +1,767.1% | +176.8% | +1,590.3% | +639.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling