+415.3%
ASX vs IR
+44.3%
+371.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.0% | +5.6% |
| 7D | -19.9% | +3.7% | -23.6% | -21.3% |
| 30D | -30.9% | +7.4% | -38.3% | -33.2% |
| 3M | -15.1% | -5.9% | -9.2% | -11.9% |
| 6M | -6.5% | +5.6% | -12.0% | -9.5% |
| YTD | +98.4% | +4.8% | +93.6% | +89.8% |
| 1Y | +107.9% | +6.9% | +100.9% | +96.1% |
| 3Y | +325.3% | +27.6% | +297.7% | +241.1% |
| All | +415.3% | +44.3% | +371.0% | +261.5% |
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