+39.3%
ASML vs IR
+5.9%
+33.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.3% |
| 7D | -9.0% | +3.7% | -12.7% | -10.5% |
| 30D | -21.0% | +7.4% | -28.4% | -23.6% |
| 3M | -16.3% | -5.9% | -10.4% | -13.9% |
| 6M | -7.5% | +5.6% | -13.1% | -11.2% |
| YTD | +34.0% | +4.8% | +29.2% | +28.5% |
| 1Y | +39.3% | +6.9% | +32.3% | +35.4% |
| All | +39.3% | +5.9% | +33.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling