+479.4%
ASX vs IFF
-35.9%
+515.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.1% | +4.1% |
| 7D | +11.1% | -3.0% | +14.1% | +12.2% |
| 30D | +9.6% | -0.9% | +10.5% | +9.8% |
| 3M | +18.6% | +11.8% | +6.8% | +13.0% |
| 6M | +92.1% | +16.5% | +75.6% | +78.8% |
| YTD | +158.5% | +26.5% | +132.0% | +132.3% |
| 1Y | +271.9% | +32.7% | +239.2% | +226.0% |
| 3Y | +465.2% | +32.0% | +433.2% | +382.6% |
| 5Y | +479.4% | -36.1% | +515.5% | +567.1% |
| All | +479.4% | -35.9% | +515.3% | +567.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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