+84.2%
ASML vs IP
-10.3%
+94.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.1% |
| 7D | -10.0% | +3.4% | -13.4% | -11.2% |
| 30D | -19.4% | +11.2% | -30.7% | -22.5% |
| 3M | -12.5% | -14.8% | +2.3% | -8.1% |
| 6M | +8.2% | +17.3% | -9.1% | +0.6% |
| YTD | +40.7% | -6.2% | +46.9% | +39.6% |
| 1Y | +46.1% | +2.3% | +43.8% | +39.8% |
| 3Y | +138.5% | +17.7% | +120.8% | +96.5% |
| 5Y | +84.2% | -8.4% | +92.6% | +68.8% |
| All | +84.2% | -10.3% | +94.5% | +68.8% |
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