+138.2%
IBM vs ASX
+431.2%
-293.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.5% |
| 7D | -5.0% | -19.9% | +15.0% | -2.9% |
| 30D | +11.1% | -30.9% | +42.0% | +15.0% |
| 3M | +5.7% | -15.1% | +20.8% | +6.6% |
| 6M | +10.1% | -6.5% | +16.6% | +7.2% |
| YTD | -15.6% | +98.4% | -114.0% | -28.8% |
| 1Y | -19.5% | +107.9% | -127.4% | -32.8% |
| 3Y | +80.4% | +325.3% | -244.9% | +28.0% |
| All | +138.2% | +431.2% | -293.0% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling