+47,308.0%
ASML vs IRM
+9,964.6%
+37,343.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.5% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +2.2% | -8.1% | +10.3% | +5.6% |
| 3M | -2.3% | -9.7% | +7.4% | +1.6% |
| 6M | +23.0% | +10.0% | +13.0% | +18.0% |
| YTD | +61.1% | +43.0% | +18.1% | +38.5% |
| 1Y | +129.1% | +32.7% | +96.4% | +102.2% |
| 3Y | +165.4% | +102.7% | +62.6% | +93.6% |
| 5Y | +109.5% | +187.6% | -78.1% | +32.0% |
| 10Y | +1,645.7% | +420.1% | +1,225.6% | +718.2% |
| All | +47,308.0% | +9,964.6% | +37,343.4% | +8,472.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling