+145.4%
ASX vs IT
-15.8%
+161.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -1.9% |
| 7D | +12.4% | +1.1% | +11.3% | +12.6% |
| 30D | -19.8% | -1.8% | -18.0% | -19.7% |
| 3M | -10.3% | +4.8% | -15.1% | -7.9% |
| 6M | +1.2% | +33.0% | -31.8% | +12.4% |
| YTD | +123.0% | -23.8% | +146.9% | +134.8% |
| 1Y | +145.4% | -16.5% | +162.0% | +161.3% |
| All | +145.4% | -15.8% | +161.3% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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