+5,037.9%
ASML vs IJH
+1,075.9%
+3,962.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.0% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | +2.2% | -1.5% | +3.7% | +4.2% |
| 3M | -2.3% | +0.8% | -3.1% | -2.5% |
| 6M | +23.0% | +7.6% | +15.4% | +14.2% |
| YTD | +61.1% | +15.5% | +45.6% | +36.9% |
| 1Y | +129.1% | +16.9% | +112.2% | +91.5% |
| 3Y | +165.4% | +48.1% | +117.3% | +64.3% |
| 5Y | +109.5% | +47.8% | +61.6% | +33.9% |
| 10Y | +1,645.7% | +178.6% | +1,467.2% | +363.4% |
| All | +5,037.9% | +1,075.9% | +3,962.1% | +25.5% |
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