+46.1%
ASML vs IJR
+24.2%
+21.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -5.6% |
| 7D | -10.0% | +2.3% | -12.3% | -13.0% |
| 30D | -19.4% | +2.8% | -22.3% | -22.8% |
| 3M | -12.5% | -4.6% | -7.8% | -5.7% |
| 6M | +8.2% | +5.7% | +2.6% | +0.9% |
| YTD | +40.7% | +19.9% | +20.8% | +14.8% |
| 1Y | +46.1% | +24.2% | +22.0% | +17.6% |
| All | +46.1% | +24.2% | +21.9% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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