+414.3%
ASX vs IR
+42.7%
+371.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.8% | -18.0% | -19.2% |
| 7D | -33.3% | +2.3% | -35.6% | -33.9% |
| 30D | -36.5% | +3.3% | -39.8% | -37.3% |
| 3M | -19.2% | -9.0% | -10.2% | -14.6% |
| 6M | -10.2% | +8.0% | -18.2% | -14.3% |
| YTD | +86.5% | +3.4% | +83.1% | +79.6% |
| 1Y | +89.6% | +4.5% | +85.1% | +81.2% |
| 3Y | +298.6% | +25.6% | +273.0% | +222.2% |
| 5Y | +414.3% | +43.8% | +370.4% | +264.2% |
| All | +414.3% | +42.7% | +371.5% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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