+115.5%
IBM vs ASX
+429.3%
-313.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +0.3% | +2.0% | -1.7% | -0.1% |
| 3M | -21.6% | -1.3% | -20.3% | -22.5% |
| 6M | -4.7% | +71.4% | -76.1% | -15.0% |
| YTD | -19.1% | +135.3% | -154.4% | -32.2% |
| 1Y | -2.5% | +267.5% | -270.0% | -25.3% |
| 3Y | +74.2% | +388.5% | -314.3% | +24.0% |
| All | +115.5% | +429.3% | -313.8% | +43.9% |
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