+748.4%
ASX vs IWD
+207.5%
+540.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.8% |
| 7D | -19.9% | -0.5% | -19.5% | -19.1% |
| 30D | -30.9% | +2.7% | -33.5% | -32.5% |
| 3M | -15.1% | +0.9% | -16.0% | -15.6% |
| 6M | -6.5% | +10.5% | -17.0% | -15.3% |
| YTD | +98.4% | +23.7% | +74.7% | +60.1% |
| 1Y | +107.9% | +28.7% | +79.1% | +60.8% |
| 3Y | +325.3% | +79.7% | +245.6% | +134.7% |
| 5Y | +447.3% | +69.7% | +377.6% | +225.2% |
| All | +748.4% | +207.5% | +540.9% | +243.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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