+5,037.9%
ASML vs IJR
+1,153.0%
+3,885.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.8% |
| 7D | +1.1% | -0.2% | +1.3% | +1.3% |
| 30D | +2.2% | -2.4% | +4.6% | +5.1% |
| 3M | -2.3% | +3.9% | -6.2% | -5.9% |
| 6M | +23.0% | +12.4% | +10.6% | +9.4% |
| YTD | +61.1% | +21.5% | +39.6% | +31.4% |
| 1Y | +129.1% | +24.0% | +105.1% | +82.3% |
| 3Y | +165.4% | +49.7% | +115.7% | +67.3% |
| 5Y | +109.5% | +39.7% | +69.8% | +46.2% |
| 10Y | +1,645.7% | +169.0% | +1,476.7% | +420.6% |
| All | +5,037.9% | +1,153.0% | +3,885.0% | +10.3% |
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 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