+2,979.8%
ASX vs IT
+1,517.9%
+1,461.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.0% | +10.5% | +7.6% |
| 7D | -19.9% | -16.9% | -3.0% | -15.6% |
| 30D | -30.9% | +2.3% | -33.2% | -32.1% |
| 3M | -15.1% | +2.9% | -17.9% | -17.9% |
| 6M | -6.5% | +25.9% | -32.3% | -18.7% |
| YTD | +98.4% | -24.6% | +123.1% | +100.4% |
| 1Y | +107.9% | -16.0% | +123.9% | +101.7% |
| 3Y | +325.3% | -51.6% | +376.9% | +386.4% |
| 5Y | +447.3% | -42.6% | +489.9% | +485.4% |
| 10Y | +763.2% | +103.6% | +659.7% | +477.4% |
| All | +2,979.8% | +1,517.9% | +1,461.9% | +816.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling