+67.7%
ASML vs IRM
+173.7%
-106.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.1% | +1.8% | -3.3% |
| 7D | -19.0% | -10.9% | -8.2% | -13.8% |
| 30D | -25.9% | -9.4% | -16.5% | -21.7% |
| 3M | -19.1% | -16.4% | -2.7% | -11.0% |
| 6M | -5.7% | -18.7% | +13.0% | +5.0% |
| YTD | +27.6% | +30.1% | -2.5% | +10.2% |
| 1Y | +30.8% | +8.5% | +22.2% | +23.7% |
| 3Y | +116.2% | +88.0% | +28.2% | +37.6% |
| 5Y | +67.7% | +167.6% | -99.9% | -16.0% |
| All | +67.7% | +173.7% | -106.1% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling