+117.9%
ASML vs IR
+25.6%
+92.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.6% | -7.6% |
| 7D | -19.0% | +2.3% | -21.3% | -20.1% |
| 30D | -25.9% | +3.3% | -29.3% | -27.4% |
| 3M | -19.1% | -9.0% | -10.0% | -14.3% |
| 6M | -5.7% | +8.0% | -13.7% | -11.4% |
| YTD | +27.6% | +3.4% | +24.2% | +21.4% |
| 1Y | +30.8% | +4.5% | +26.3% | +23.1% |
| All | +117.9% | +25.6% | +92.3% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling