+249.2%
ASX vs IAG
+100.7%
+148.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +6.5% |
| 7D | +6.3% | +4.3% | +2.1% | +5.1% |
| 30D | +6.4% | +9.8% | -3.4% | +3.7% |
| 3M | +13.1% | +28.9% | -15.8% | +4.9% |
| 6M | +90.3% | -7.6% | +97.9% | +85.9% |
| YTD | +149.6% | +22.0% | +127.7% | +134.9% |
| 1Y | +249.2% | +99.5% | +149.7% | +196.4% |
| All | +249.2% | +100.7% | +148.5% | +196.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling