+30.8%
ASML vs IRE
-98.6%
+129.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -33.9% | +24.6% | -5.5% |
| 7D | -19.0% | -57.1% | +38.1% | -12.1% |
| 30D | -25.9% | -84.4% | +58.5% | -11.7% |
| 3M | -19.1% | -85.0% | +65.9% | -4.8% |
| 6M | -5.7% | -95.2% | +89.5% | +17.5% |
| YTD | +27.6% | -93.9% | +121.5% | +45.4% |
| 1Y | +30.8% | -98.8% | +129.6% | +58.4% |
| All | +30.8% | -98.6% | +129.4% | +58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling