+3,552.3%
ASX vs ITW
+1,598.8%
+1,953.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -0.7% | -3.6% | +2.8% | +1.6% |
| 30D | +2.0% | -9.1% | +11.1% | +8.4% |
| 3M | -1.3% | +8.2% | -9.6% | -6.9% |
| 6M | +71.4% | -4.8% | +76.2% | +75.5% |
| YTD | +135.3% | +11.0% | +124.3% | +117.5% |
| 1Y | +267.5% | +4.2% | +263.2% | +251.8% |
| 3Y | +388.5% | +17.3% | +371.2% | +329.7% |
| 5Y | +417.1% | +33.0% | +384.1% | +316.2% |
| 10Y | +872.7% | +182.3% | +690.4% | +351.2% |
| All | +3,552.3% | +1,598.8% | +1,953.5% | +332.5% |
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