+1,504.8%
ASML vs IJR
+177.1%
+1,327.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +3.4% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -14.9% | +3.0% | -17.9% | -17.1% |
| 3M | -13.0% | -4.5% | -8.5% | -8.8% |
| 6M | -4.7% | +3.1% | -7.8% | -6.6% |
| YTD | +42.3% | +18.9% | +23.4% | +23.0% |
| 1Y | +49.7% | +21.7% | +28.0% | +26.5% |
| 3Y | +144.3% | +64.0% | +80.2% | +54.8% |
| 5Y | +86.4% | +27.6% | +58.8% | +50.8% |
| 10Y | +1,504.8% | +167.5% | +1,337.3% | +699.9% |
| All | +1,504.8% | +177.1% | +1,327.8% | +699.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling