+504.7%
ASX vs IR
+46.1%
+458.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.4% | +3.9% |
| 7D | -9.1% | +1.5% | -10.7% | -9.5% |
| 30D | -23.6% | +9.0% | -32.6% | -26.8% |
| 3M | -5.6% | -0.9% | -4.7% | -4.9% |
| 6M | +4.7% | +13.4% | -8.7% | -2.6% |
| YTD | +122.6% | +8.5% | +114.1% | +108.8% |
| 1Y | +133.0% | +11.3% | +121.8% | +114.9% |
| 3Y | +367.1% | +26.0% | +341.1% | +278.7% |
| 5Y | +504.7% | +47.9% | +456.9% | +319.0% |
| All | +504.7% | +46.1% | +458.7% | +319.0% |
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