+1,761.8%
ASML vs IJR
+166.0%
+1,595.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.7% | +3.6% |
| 7D | +6.0% | +0.9% | +5.1% | +5.0% |
| 30D | +1.4% | -3.1% | +4.5% | +4.5% |
| 3M | +1.0% | +4.4% | -3.4% | -2.7% |
| 6M | +37.0% | +16.1% | +20.9% | +20.4% |
| YTD | +65.8% | +20.6% | +45.2% | +41.0% |
| 1Y | +123.1% | +22.9% | +100.3% | +86.4% |
| 3Y | +188.2% | +55.2% | +133.0% | +91.9% |
| 5Y | +115.6% | +41.1% | +74.5% | +59.9% |
| 10Y | +1,761.8% | +167.0% | +1,594.9% | +774.2% |
| All | +1,761.8% | +166.0% | +1,595.8% | +774.2% |
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