+141.6%
IBM vs ASX
+878.5%
-736.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | -0.5% |
| 7D | -1.5% | -9.1% | +7.6% | -0.4% |
| 30D | +8.4% | -23.6% | +32.0% | +12.5% |
| 3M | +4.2% | -5.6% | +9.8% | +3.6% |
| 6M | +7.9% | +4.7% | +3.2% | +2.4% |
| YTD | -15.2% | +122.6% | -137.8% | -32.7% |
| 1Y | -18.7% | +133.0% | -151.7% | -36.3% |
| 3Y | +79.2% | +367.1% | -287.9% | +15.7% |
| 5Y | +144.7% | +504.7% | -360.0% | +43.7% |
| 10Y | +141.6% | +887.2% | -745.6% | +16.3% |
| All | +141.6% | +878.5% | -736.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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