+4,439.8%
ASML vs IJH
+1,056.8%
+3,383.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.2% | +3.0% | +2.1% |
| 7D | -0.8% | +0.6% | -1.5% | -1.3% |
| 30D | -14.9% | +1.3% | -16.2% | -15.9% |
| 3M | -13.0% | -4.1% | -8.9% | -7.7% |
| 6M | -4.7% | +1.1% | -5.8% | -4.6% |
| YTD | +42.3% | +13.6% | +28.7% | +24.2% |
| 1Y | +49.7% | +16.0% | +33.7% | +27.0% |
| 3Y | +144.3% | +60.9% | +83.4% | +36.9% |
| 5Y | +86.4% | +37.9% | +48.4% | +31.1% |
| 10Y | +1,504.8% | +180.1% | +1,324.7% | +324.9% |
| All | +4,439.8% | +1,056.8% | +3,383.1% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling