+20.6%
ICE vs ASX
+144.4%
-123.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.3% | +1.9% |
| 7D | +12.2% | -14.6% | +26.8% | +10.2% |
| 30D | +15.0% | -21.1% | +36.0% | +12.6% |
| 3M | +17.6% | -3.1% | +20.7% | +17.7% |
| 6M | +12.6% | +17.4% | -4.8% | +13.4% |
| YTD | +9.1% | +135.3% | -126.2% | +11.5% |
| 1Y | +20.6% | +146.5% | -125.9% | +23.8% |
| All | +20.6% | +144.4% | -123.8% | +23.8% |
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