-19.3%
IBM vs ASX
+133.5%
-152.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.6% |
| 7D | -2.2% | -9.1% | +6.9% | -2.4% |
| 30D | +7.7% | -23.6% | +31.2% | +6.8% |
| 3M | +3.5% | -5.6% | +9.1% | +3.7% |
| 6M | +7.2% | +4.7% | +2.5% | +5.4% |
| YTD | -15.8% | +122.6% | -138.4% | -25.5% |
| 1Y | -19.3% | +133.0% | -152.3% | -29.5% |
| All | -19.3% | +133.5% | -152.8% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling