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  • IBM vs ASX✓SelectedUSD · ASXIBM vs ASX performance historyLatest closeAs of-1.19%09/08
Stock and ETF performance explorer

IBM vs ASX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+131.6%
ASX return
+918.4%
Excess return
-786.8%
Maximum drawdown
-40.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioASXExcessAlpha
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