+108.6%
ASML vs IRM
+189.3%
-80.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.3% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | +2.2% | -8.1% | +10.3% | +6.6% |
| 3M | -2.3% | -9.7% | +7.4% | +2.6% |
| 6M | +23.0% | +10.0% | +13.0% | +16.5% |
| YTD | +61.1% | +43.0% | +18.1% | +32.4% |
| 1Y | +129.1% | +32.7% | +96.4% | +94.4% |
| 3Y | +165.4% | +102.7% | +62.6% | +64.5% |
| All | +108.6% | +189.3% | -80.8% | -3.4% |
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