A short event like the Holocaust would not create evolutionary pressures.

Hypothetically, a selection event removing 2/3rds of the population could produce something consistent with the Ashkenazi mean IQ, if it were a perfectly-implemented 'truncation selection' event in which only the top 1/3 reproduces.

The breeder's equation for truncation selection defines the selection as the difference between the original population mean and the mean of the subset. 2/3 truncation means that the lowest person still allowed to reproduce has an IQ of ~106 (+0.43SDs), but the rest of the group can have much higher IQs:

R> quantile(rnorm(10000000, mean=100, sd=15), probs=c(2/3, 1))
# 66.66666667%         100% 
# 106.4656611  181.0955313 

The mean IQ in this truncated group will be ~116:

R> mean(Filter(function(x){x>=106}, rnorm(10000000, mean=100, sd=15)))
# [1] 116.0311114

(Or if you don't want to simulate it, I think you could calculate it as a truncated normal distribution.)

So they're a full SD higher on average. However, that's not all genetic, but some of it is shared+nonshared environment, so like in the regular breeder's equation, for truncation selection one has to regress back using the heritability coefficient 0.8, so the next generation falls back to just 112. Putting it all together:

R> 100 + (mean(Filter(function(x){x>=qnorm(2/3)}, rnorm(100000000))) * 0.8) * 15
# [1] 113.0901318

So the upper bound on potential increase from selection doesn't exclude most of the Ashkenazi estimates.

(Of course, this idea makes no sense historically, and having read Maus myself and a tremendous amount of other Holocaust material, I am highly doubtful it selected for rather than against intelligence. Intelligence could as easily hinder escape and evasion as aid it, as the most intelligent would tend to have the most to lose from fleeing Germany/Europe, might impede survival in the camps, and the simple fact that many of the dead were children makes it impossible to select efficiently for intelligence because the instability of childhood intelligence means that if you did hypothetically carefully administer IQ tests to kids & kill the dumbest, you would experience regression to the mean just because a child IQ test can be as unreliable as r=0.5.)