+4,174.3%
ASML vs IJR
+1,090.9%
+3,083.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +4.9% |
| 7D | -9.0% | -1.9% | -7.1% | -6.9% |
| 30D | -21.0% | +0.4% | -21.4% | -21.2% |
| 3M | -16.3% | -6.6% | -9.7% | -9.5% |
| 6M | -7.5% | -0.3% | -7.3% | -6.4% |
| YTD | +34.0% | +15.5% | +18.5% | +15.9% |
| 1Y | +39.3% | +19.2% | +20.1% | +16.0% |
| 3Y | +128.9% | +54.6% | +74.3% | +39.5% |
| 5Y | +76.1% | +23.8% | +52.3% | +41.6% |
| 10Y | +1,428.4% | +175.0% | +1,253.4% | +342.3% |
| All | +4,174.3% | +1,090.9% | +3,083.4% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling