+47.5%
ASML vs IJR
+19.9%
+27.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +4.9% | +2.2% | +2.8% | +1.6% |
| 30D | -9.3% | +3.8% | -13.1% | -14.2% |
| 3M | -19.0% | -5.7% | -13.2% | -10.6% |
| 6M | -5.2% | +4.6% | -9.9% | -10.2% |
| YTD | +40.6% | +18.0% | +22.6% | +17.5% |
| 1Y | +47.5% | +21.8% | +25.7% | +21.3% |
| All | +47.5% | +19.9% | +27.6% | +21.3% |
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