+3,354.6%
ASX vs ITW
+1,723.3%
+1,631.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.0% |
| 7D | -9.1% | +0.5% | -9.6% | -9.1% |
| 30D | -23.6% | +9.1% | -32.6% | -27.6% |
| 3M | -5.6% | -1.6% | -4.1% | -4.9% |
| 6M | +4.7% | +14.5% | -9.8% | -4.9% |
| YTD | +122.6% | +19.2% | +103.4% | +96.3% |
| 1Y | +133.0% | +20.9% | +112.1% | +103.2% |
| 3Y | +367.1% | +33.1% | +334.0% | +278.1% |
| 5Y | +504.7% | +38.2% | +466.5% | +375.0% |
| 10Y | +887.2% | +196.2% | +691.1% | +344.9% |
| All | +3,354.6% | +1,723.3% | +1,631.3% | +290.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling