-20.3%
IREN vs ASML
+82.4%
-102.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -4.4% |
| 7D | +8.0% | +10.4% | -2.3% | -0.6% |
| 30D | -44.0% | -12.7% | -31.3% | -35.4% |
| 3M | -55.4% | -17.2% | -38.2% | -46.2% |
| 6M | -65.6% | -1.3% | -64.2% | -63.8% |
| YTD | -48.4% | +40.8% | -89.2% | -58.9% |
| 1Y | -65.0% | +45.2% | -110.2% | -72.9% |
| 3Y | +558.1% | +131.8% | +426.3% | +220.3% |
| All | -20.3% | +82.4% | -102.7% | -54.8% |
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