+164.9%
ASML vs IP
+21.5%
+143.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.6% |
| 7D | +1.1% | -5.3% | +6.4% | +2.4% |
| 30D | +2.2% | -10.9% | +13.0% | +4.9% |
| 3M | -2.3% | +11.2% | -13.5% | -5.7% |
| 6M | +23.0% | -10.2% | +33.2% | +24.0% |
| YTD | +61.1% | -2.0% | +63.0% | +58.7% |
| 1Y | +129.1% | -19.1% | +148.2% | +135.8% |
| All | +164.9% | +21.5% | +143.4% | +152.0% |
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