+116.2%
ASML vs IJH
+14.5%
+101.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -0.1% |
| 7D | +2.8% | -0.7% | +3.5% | +4.1% |
| 30D | -0.2% | -3.8% | +3.6% | +7.2% |
| 3M | -2.6% | 0.0% | -2.6% | -1.8% |
| 6M | +27.9% | +8.8% | +19.1% | +14.5% |
| YTD | +62.4% | +13.5% | +48.9% | +38.7% |
| 1Y | +116.2% | +15.4% | +100.8% | +83.3% |
| All | +116.2% | +14.5% | +101.8% | +83.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling