+327.3%
IBM vs ASX
+2,948.3%
-2,621.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.9% |
| 7D | -5.0% | -19.9% | +15.0% | -1.9% |
| 30D | +11.1% | -30.9% | +42.0% | +17.0% |
| 3M | +5.7% | -15.1% | +20.8% | +7.1% |
| 6M | +10.1% | -6.5% | +16.6% | +7.6% |
| YTD | -15.6% | +98.4% | -114.0% | -28.3% |
| 1Y | -19.5% | +107.9% | -127.4% | -32.3% |
| 3Y | +80.4% | +325.3% | -244.9% | +31.0% |
| 5Y | +140.0% | +447.3% | -307.3% | +63.0% |
| 10Y | +155.0% | +763.2% | -608.2% | +53.2% |
| All | +327.3% | +2,948.3% | -2,621.1% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling