+4,174.3%
ASML vs IJH
+1,021.3%
+3,153.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.4% | +4.2% |
| 7D | -9.0% | -1.7% | -7.4% | -6.8% |
| 30D | -21.0% | -0.9% | -20.1% | -19.7% |
| 3M | -16.3% | -5.8% | -10.5% | -9.2% |
| 6M | -7.5% | -2.8% | -4.7% | -2.6% |
| YTD | +34.0% | +10.1% | +23.9% | +21.6% |
| 1Y | +39.3% | +13.8% | +25.4% | +20.9% |
| 3Y | +128.9% | +53.2% | +75.7% | +36.4% |
| 5Y | +76.1% | +33.6% | +42.5% | +28.9% |
| 10Y | +1,428.4% | +183.0% | +1,245.4% | +297.3% |
| All | +4,174.3% | +1,021.3% | +3,153.0% | +11.5% |
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