Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ASX vs IRM✓SelectedUSD · IRMASX vs IRM performance historyLatest closeAs of+6.08%09/08
Stock and ETF performance explorer

ASX vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+249.2%
IRM return
+31.5%
Excess return
+217.7%
Maximum drawdown
-30.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D+6.1%-0.7%+6.7%+6.4%
7D+6.3%+1.6%+4.7%+5.3%
30D+6.4%-4.2%+10.6%+9.1%
3M+13.1%-5.4%+18.5%+16.2%
6M+90.3%+12.0%+78.3%+83.8%
YTD+149.6%+42.0%+107.6%+124.5%
1Y+249.2%+29.9%+219.3%+221.4%
All+249.2%+31.5%+217.7%+221.4%

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 1y: 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…

1y analysis · Full analysis span regression · 6 months rolling