+67.7%
ASML vs IR
+42.7%
+25.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.6% | -7.3% |
| 7D | -19.0% | +2.3% | -21.3% | -20.3% |
| 30D | -25.9% | +3.3% | -29.3% | -27.7% |
| 3M | -19.1% | -9.0% | -10.0% | -13.6% |
| 6M | -5.7% | +8.0% | -13.7% | -12.3% |
| YTD | +27.6% | +3.4% | +24.2% | +20.5% |
| 1Y | +30.8% | +4.5% | +26.3% | +21.9% |
| 3Y | +116.2% | +25.6% | +90.6% | +63.7% |
| 5Y | +67.7% | +43.8% | +23.9% | +6.6% |
| All | +67.7% | +42.7% | +25.0% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling