-11.5%
IREN vs ASML
+73.6%
-85.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +5.0% | +15.0% | +15.6% |
| 7D | -9.6% | -9.0% | -0.6% | 0.0% |
| 30D | -44.1% | -21.0% | -23.1% | -29.5% |
| 3M | -42.9% | -16.3% | -26.7% | -31.4% |
| 6M | -64.5% | -7.5% | -57.0% | -60.4% |
| YTD | -42.7% | +34.0% | -76.7% | -52.2% |
| 1Y | -67.7% | +39.3% | -107.0% | -73.9% |
| 3Y | +547.9% | +128.9% | +419.1% | +218.7% |
| All | -11.5% | +73.6% | -85.1% | -47.5% |
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