+47.1%
ASML vs IRE
-97.0%
+144.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -23.2% | +19.6% | -1.1% |
| 7D | -10.0% | -46.8% | +36.8% | -4.7% |
| 30D | -19.4% | -75.5% | +56.1% | -8.8% |
| 3M | -12.5% | -79.4% | +66.9% | -0.8% |
| 6M | +8.2% | -91.3% | +99.5% | +26.1% |
| YTD | +40.7% | -90.8% | +131.5% | +54.4% |
| 1Y | +46.1% | -97.7% | +143.9% | +67.0% |
| All | +47.1% | -97.0% | +144.1% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling