+47.5%
ASML vs IRM
+20.8%
+26.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +4.9% | +6.8% | -1.8% | +1.1% |
| 30D | -9.3% | +2.6% | -11.9% | -10.2% |
| 3M | -19.0% | -9.5% | -9.5% | -14.8% |
| 6M | -5.2% | -8.5% | +3.3% | -1.2% |
| YTD | +40.6% | +40.3% | +0.3% | +23.5% |
| 1Y | +47.5% | +28.7% | +18.8% | +32.1% |
| All | +47.5% | +20.8% | +26.7% | +32.1% |
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 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