+40.1%
ASML vs IRE
-97.2%
+137.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +39.6% | -34.6% | +0.7% |
| 7D | -9.0% | -27.2% | +18.2% | -7.5% |
| 30D | -21.0% | -75.1% | +54.2% | -11.5% |
| 3M | -16.3% | -77.9% | +61.6% | -6.7% |
| 6M | -7.5% | -94.6% | +87.1% | +11.4% |
| YTD | +34.0% | -91.5% | +125.5% | +46.7% |
| 1Y | +39.3% | -97.8% | +137.1% | +59.1% |
| All | +40.1% | -97.2% | +137.3% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling