+131.6%
IBM vs ASX
+918.4%
-786.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -2.3% |
| 7D | +0.3% | +6.3% | -6.0% | -0.9% |
| 30D | -1.5% | +6.4% | -7.9% | -2.8% |
| 3M | -16.8% | +13.1% | -29.9% | -20.3% |
| 6M | -9.0% | +90.3% | -99.3% | -23.3% |
| YTD | -20.1% | +149.6% | -169.7% | -37.0% |
| 1Y | -7.0% | +249.2% | -256.2% | -32.6% |
| 3Y | +72.4% | +445.9% | -373.5% | +9.3% |
| 5Y | +112.0% | +477.7% | -365.8% | +28.6% |
| 10Y | +131.6% | +913.4% | -781.8% | +12.0% |
| All | +131.6% | +918.4% | -786.8% | +12.0% |
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