+1,395.4%
ASML vs IRM
+456.9%
+938.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.1% | +4.6% |
| 7D | -9.0% | -8.6% | -0.4% | -5.3% |
| 30D | -21.0% | -8.0% | -13.0% | -17.9% |
| 3M | -16.3% | -12.0% | -4.3% | -11.4% |
| 6M | -7.5% | -18.2% | +10.6% | +0.8% |
| YTD | +34.0% | +31.4% | +2.6% | +19.1% |
| 1Y | +39.3% | +9.2% | +30.1% | +33.3% |
| 3Y | +128.9% | +94.6% | +34.3% | +67.5% |
| 5Y | +76.1% | +170.2% | -94.1% | +13.0% |
| All | +1,395.4% | +456.9% | +938.5% | +625.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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