+146.5%
ASX vs IAG
+56.5%
+90.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +10.2% | -14.2% | -6.8% |
| 7D | -14.6% | +1.1% | -15.7% | -14.9% |
| 30D | -21.1% | -5.3% | -15.8% | -19.9% |
| 3M | -3.1% | +18.0% | -21.1% | -7.8% |
| 6M | +17.4% | +7.1% | +10.3% | +14.2% |
| YTD | +135.3% | +5.9% | +129.4% | +134.0% |
| 1Y | +146.5% | +59.4% | +87.1% | +121.0% |
| All | +146.5% | +56.5% | +90.0% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling