+67.7%
ASML vs IP
-12.5%
+80.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.4% | -8.0% |
| 7D | -19.0% | -5.0% | -14.1% | -17.7% |
| 30D | -25.9% | +6.5% | -32.5% | -27.6% |
| 3M | -19.1% | -18.0% | -1.0% | -13.8% |
| 6M | -5.7% | +10.3% | -16.0% | -10.5% |
| YTD | +27.6% | -9.9% | +37.5% | +28.4% |
| 1Y | +30.8% | -1.1% | +31.8% | +26.6% |
| 3Y | +116.2% | +13.0% | +103.2% | +80.8% |
| 5Y | +67.7% | -12.3% | +79.9% | +55.5% |
| All | +67.7% | -12.5% | +80.1% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling