+140.3%
ASML vs IP
+17.6%
+122.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.9% |
| 7D | -10.0% | +3.4% | -13.4% | -10.8% |
| 30D | -19.4% | +11.2% | -30.7% | -21.6% |
| 3M | -12.5% | -14.8% | +2.3% | -9.4% |
| 6M | +8.2% | +17.3% | -9.1% | +2.8% |
| YTD | +40.7% | -6.2% | +46.9% | +39.7% |
| 1Y | +46.1% | +2.3% | +43.8% | +41.9% |
| All | +140.3% | +17.6% | +122.7% | +138.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling