+112.4%
ASML vs IJR
+39.8%
+72.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -0.8% |
| 7D | +2.8% | -1.1% | +3.9% | +4.1% |
| 30D | -0.2% | -3.6% | +3.4% | +4.1% |
| 3M | -2.6% | +2.3% | -4.9% | -4.7% |
| 6M | +27.9% | +14.3% | +13.5% | +11.5% |
| YTD | +62.4% | +19.3% | +43.1% | +35.6% |
| 1Y | +116.2% | +22.6% | +93.6% | +74.9% |
| 3Y | +182.4% | +53.5% | +128.9% | +70.5% |
| 5Y | +112.4% | +39.9% | +72.5% | +46.0% |
| All | +112.4% | +39.8% | +72.5% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling