+68.4%
ASML vs IRE
-84.4%
+152.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +14.0% | -9.8% | +2.8% |
| 7D | +1.1% | +54.8% | -53.7% | -3.4% |
| 30D | +2.2% | +18.4% | -16.2% | -0.8% |
| 3M | -2.3% | -66.7% | +64.4% | +2.9% |
| 6M | +23.0% | -52.3% | +75.3% | +20.6% |
| YTD | +61.1% | -52.3% | +113.4% | +52.9% |
| All | +68.4% | -84.4% | +152.8% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling