+1,582.8%
ASML vs IT
+93.0%
+1,489.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.1% |
| 7D | +2.5% | -6.8% | +9.4% | +4.9% |
| 30D | -12.2% | -0.6% | -11.6% | -13.2% |
| 3M | -14.6% | +3.1% | -17.7% | -17.9% |
| 6M | -1.7% | +25.5% | -27.2% | -15.9% |
| YTD | +44.3% | -23.5% | +67.8% | +49.9% |
| 1Y | +51.0% | -16.6% | +67.6% | +49.7% |
| 3Y | +137.6% | -53.1% | +190.7% | +204.2% |
| 5Y | +92.7% | -41.4% | +134.2% | +115.3% |
| 10Y | +1,582.8% | +90.9% | +1,491.9% | +948.5% |
| All | +1,582.8% | +93.0% | +1,489.8% | +948.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling