+1,102.7%
ASML vs IR
+328.3%
+774.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.1% | -3.3% |
| 7D | -10.0% | +11.6% | -21.6% | -15.5% |
| 30D | -19.4% | +7.2% | -26.6% | -22.6% |
| 3M | -12.5% | -5.9% | -6.6% | -9.9% |
| 6M | +8.2% | +11.5% | -3.2% | +1.0% |
| YTD | +40.7% | +6.3% | +34.4% | +33.8% |
| 1Y | +46.1% | +9.1% | +37.0% | +36.6% |
| 3Y | +138.5% | +29.2% | +109.3% | +102.9% |
| 5Y | +84.2% | +48.2% | +36.0% | +45.2% |
| All | +1,102.7% | +328.3% | +774.4% | +553.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling