+150.1%
IBM vs ASX
+482.2%
-332.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.2% |
| 7D | +1.6% | +12.4% | -10.8% | +0.2% |
| 30D | +9.2% | -19.8% | +29.0% | +11.2% |
| 3M | +4.9% | -10.3% | +15.3% | +5.2% |
| 6M | +16.8% | +1.2% | +15.5% | +13.0% |
| YTD | -14.3% | +123.0% | -137.3% | -28.6% |
| 1Y | -16.7% | +145.4% | -162.2% | -32.0% |
| 3Y | +82.2% | +368.6% | -286.4% | +28.1% |
| All | +150.1% | +482.2% | -332.1% | +65.4% |
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