+748.4%
ASX vs IRM
+456.9%
+291.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.0% | +5.5% | +6.0% |
| 7D | -19.9% | -8.6% | -11.3% | -16.1% |
| 30D | -30.9% | -8.0% | -22.9% | -27.6% |
| 3M | -15.1% | -12.0% | -3.1% | -9.4% |
| 6M | -6.5% | -18.2% | +11.7% | +2.7% |
| YTD | +98.4% | +31.4% | +67.1% | +82.4% |
| 1Y | +107.9% | +9.2% | +98.7% | +104.0% |
| 3Y | +325.3% | +94.6% | +230.7% | +229.9% |
| 5Y | +447.3% | +170.2% | +277.1% | +275.0% |
| All | +748.4% | +456.9% | +291.5% | +330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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