+1,644.6%
ASML vs IP
+23.2%
+1,621.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.3% |
| 7D | +1.1% | -5.3% | +6.4% | +3.1% |
| 30D | +2.2% | -10.9% | +13.0% | +6.5% |
| 3M | -2.3% | +11.2% | -13.5% | -7.3% |
| 6M | +23.0% | -10.2% | +33.2% | +25.8% |
| YTD | +61.1% | -2.0% | +63.0% | +58.1% |
| 1Y | +129.1% | -19.1% | +148.2% | +140.1% |
| 3Y | +165.4% | +20.9% | +144.5% | +124.2% |
| 5Y | +109.5% | -17.8% | +127.3% | +106.3% |
| All | +1,644.6% | +23.2% | +1,621.4% | +1,246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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