+1,644.6%
ASML vs IRM
+418.8%
+1,225.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.5% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +2.2% | -8.1% | +10.3% | +5.8% |
| 3M | -2.3% | -9.7% | +7.4% | +1.7% |
| 6M | +23.0% | +10.0% | +13.0% | +17.8% |
| YTD | +61.1% | +43.0% | +18.1% | +37.8% |
| 1Y | +129.1% | +32.7% | +96.4% | +101.3% |
| 3Y | +165.4% | +102.7% | +62.6% | +90.5% |
| 5Y | +109.5% | +187.6% | -78.1% | +30.3% |
| All | +1,644.6% | +418.8% | +1,225.8% | +769.6% |
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