+5,042.6%
ASX vs IAG
+377.5%
+4,665.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | +2.0% | +28.9% | -26.9% | -1.1% |
| 3M | -1.3% | +19.1% | -20.5% | -3.5% |
| 6M | +71.4% | -10.3% | +81.7% | +72.3% |
| YTD | +135.3% | +24.2% | +111.1% | +127.5% |
| 1Y | +267.5% | +116.5% | +151.0% | +233.9% |
| 3Y | +388.5% | +742.8% | -354.3% | +274.5% |
| 5Y | +417.1% | +753.3% | -336.2% | +281.1% |
| 10Y | +872.7% | +403.2% | +469.6% | +603.3% |
| All | +5,042.6% | +377.5% | +4,665.1% | +2,887.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling