+486.8%
ASX vs IAG
+421.7%
+65.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | +12.4% | -7.7% | +20.1% | +13.7% |
| 30D | -19.8% | +1.6% | -21.4% | -20.0% |
| 3M | -10.3% | -2.4% | -7.9% | -10.1% |
| 6M | +1.2% | -7.8% | +9.1% | +1.7% |
| YTD | +123.0% | +5.0% | +118.0% | +119.3% |
| 1Y | +145.4% | +25.7% | +119.7% | +136.2% |
| 3Y | +368.6% | +694.5% | -325.9% | +263.8% |
| All | +486.8% | +421.7% | +65.1% | +350.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling