+39.3%
ASML vs IRM
+10.1%
+29.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.1% | +4.5% |
| 7D | -9.0% | -8.6% | -0.4% | -4.5% |
| 30D | -21.0% | -8.0% | -13.0% | -17.2% |
| 3M | -16.3% | -12.0% | -4.3% | -10.6% |
| 6M | -7.5% | -18.2% | +10.6% | +1.3% |
| YTD | +34.0% | +31.4% | +2.6% | +25.1% |
| 1Y | +39.3% | +9.2% | +30.1% | +32.3% |
| All | +39.3% | +10.1% | +29.2% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling