+152.0%
ASX vs IRE
-97.2%
+249.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +39.6% | -33.2% | +1.1% |
| 7D | -19.9% | -27.2% | +7.2% | -17.9% |
| 30D | -30.9% | -75.1% | +44.2% | -20.6% |
| 3M | -15.1% | -77.9% | +62.8% | -2.7% |
| 6M | -6.5% | -94.6% | +88.1% | +15.4% |
| YTD | +98.4% | -91.5% | +190.0% | +126.2% |
| 1Y | +107.9% | -97.8% | +205.7% | +155.6% |
| All | +152.0% | -97.2% | +249.2% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling