-25.7%
IREN vs ASML
+82.2%
-107.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.6% |
| 7D | -16.0% | +4.9% | -21.0% | -19.7% |
| 30D | -40.5% | -9.3% | -31.3% | -33.9% |
| 3M | -59.4% | -19.0% | -40.4% | -50.1% |
| 6M | -67.1% | -5.2% | -61.8% | -64.2% |
| YTD | -51.9% | +40.6% | -92.5% | -61.6% |
| 1Y | -62.7% | +47.5% | -110.2% | -71.4% |
| 3Y | +507.7% | +133.9% | +373.8% | +193.5% |
| All | -25.7% | +82.2% | -107.8% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 ASML 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