+1,276.6%
ASML vs IR
+288.5%
+988.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.5% |
| 7D | +1.1% | -2.8% | +3.9% | +2.7% |
| 30D | +2.2% | -15.1% | +17.3% | +11.7% |
| 3M | -2.3% | +6.1% | -8.4% | -6.1% |
| 6M | +23.0% | -16.8% | +39.8% | +35.2% |
| YTD | +61.1% | -3.5% | +64.6% | +61.9% |
| 1Y | +129.1% | -3.5% | +132.6% | +129.4% |
| 3Y | +165.4% | +9.5% | +155.9% | +147.2% |
| 5Y | +109.5% | +45.1% | +64.4% | +69.1% |
| All | +1,276.6% | +288.5% | +988.0% | +691.0% |
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