+51.0%
ASML vs IRM
+12.7%
+38.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.9% |
| 7D | +2.5% | -5.3% | +7.8% | +5.6% |
| 30D | -12.2% | -2.3% | -9.9% | -10.9% |
| 3M | -14.6% | -7.4% | -7.2% | -11.1% |
| 6M | -1.7% | -12.2% | +10.5% | +4.2% |
| YTD | +44.3% | +38.6% | +5.7% | +29.2% |
| 1Y | +51.0% | +14.9% | +36.1% | +39.5% |
| All | +51.0% | +12.7% | +38.3% | +39.5% |
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