+767.7%
ASX vs IAG
+303.4%
+464.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +7.2% | -0.8% | +5.5% |
| 7D | -19.9% | +21.4% | -41.3% | -21.9% |
| 30D | -30.9% | +4.0% | -34.9% | -31.2% |
| 3M | -15.1% | +17.0% | -32.1% | -16.9% |
| 6M | -6.5% | +1.4% | -7.9% | -7.0% |
| YTD | +98.4% | +13.8% | +84.7% | +93.6% |
| 1Y | +107.9% | +55.8% | +52.0% | +96.0% |
| 3Y | +325.3% | +647.4% | -322.1% | +234.9% |
| 5Y | +447.3% | +519.1% | -71.8% | +322.7% |
| All | +767.7% | +303.4% | +464.3% | +559.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling