+963.7%
ASX vs ITW
+191.6%
+772.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.7% | -3.5% |
| 7D | +6.5% | -2.4% | +8.9% | +7.9% |
| 30D | +3.1% | -9.5% | +12.7% | +9.2% |
| 3M | +17.4% | +6.6% | +10.7% | +12.1% |
| 6M | +85.4% | -1.8% | +87.2% | +85.7% |
| YTD | +150.1% | +9.0% | +141.1% | +134.8% |
| 1Y | +256.3% | +3.6% | +252.7% | +243.2% |
| 3Y | +446.9% | +19.4% | +427.4% | +379.6% |
| 5Y | +447.1% | +36.4% | +410.7% | +340.2% |
| All | +963.7% | +191.6% | +772.1% | +510.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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