+1,559.3%
ASML vs IRM
+524.5%
+1,034.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -3.3% |
| 7D | +10.4% | +8.6% | +1.7% | +6.5% |
| 30D | -12.7% | 0.0% | -12.7% | -12.5% |
| 3M | -17.2% | -7.1% | -10.0% | -14.4% |
| 6M | -1.3% | -7.9% | +6.6% | +2.2% |
| YTD | +40.8% | +41.3% | -0.5% | +21.3% |
| 1Y | +45.2% | +20.7% | +24.5% | +33.2% |
| 3Y | +131.8% | +112.2% | +19.7% | +63.4% |
| 5Y | +84.0% | +191.2% | -107.2% | +14.4% |
| All | +1,559.3% | +524.5% | +1,034.8% | +691.9% |
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